Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (Q1980756)
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scientific article; zbMATH DE number 7392817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities |
scientific article; zbMATH DE number 7392817 |
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Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (English)
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8 September 2021
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stochastic volatility
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market model
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Monte Carlo method
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