American option pricing under stochastic volatility: an empirical evaluation (Q970137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under stochastic volatility: an empirical evaluation |
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American option pricing under stochastic volatility: an empirical evaluation (English)
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10 May 2010
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stochastic volatility
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indirect inference
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model calibration
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American option pricing
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S\&P 100 index
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approximate dynamic programming
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