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Publication:3195636
zbMath1337.91098MaRDI QIDQ3195636
Juozas Vaicenavicius, Benjamin M. Hambly
Publication date: 20 October 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusion approximationstochastic volatility modelsvolatility derivativesindex modelslarge portfolio limit
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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