Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957)
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English | Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence |
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Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (English)
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15 November 2021
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option pricing
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polynomial chaos expansion
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signed path dependence
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time series momentum
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mixture models
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