Option pricing in a regime switching stochastic volatility model (Q1642260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in a regime switching stochastic volatility model |
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Option pricing in a regime switching stochastic volatility model (English)
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20 June 2018
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Cauchy problem
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Föllmer-Schweizer decomposition
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Heston model
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option pricing
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regime switching models
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