Polynomial chaos for simulating random volatilities (Q1037788)
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scientific article; zbMATH DE number 5633803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial chaos for simulating random volatilities |
scientific article; zbMATH DE number 5633803 |
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Polynomial chaos for simulating random volatilities (English)
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16 November 2009
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polynomial chaos
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parabolic equation
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method of lines
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volatility
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option price
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