Product Markovian quantization of a diffusion process with applications to finance (Q2176359)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Product Markovian quantization of a diffusion process with applications to finance |
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Product Markovian quantization of a diffusion process with applications to finance (English)
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4 May 2020
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pricing
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quantization
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stochastic volatility model
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backward stochastic differential equation
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option pricing
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