Solving asset pricing models with stochastic volatility (Q1624055)
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scientific article; zbMATH DE number 6979785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving asset pricing models with stochastic volatility |
scientific article; zbMATH DE number 6979785 |
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Solving asset pricing models with stochastic volatility (English)
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15 November 2018
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endowment model
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price-dividend ratio
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closed-form solution
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numerical methods
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