Vulnerable options pricing under uncertain volatility model (Q2068116)
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scientific article; zbMATH DE number 7459343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vulnerable options pricing under uncertain volatility model |
scientific article; zbMATH DE number 7459343 |
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Vulnerable options pricing under uncertain volatility model (English)
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19 January 2022
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uncertain volatility model
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vulnerable option
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nonlinear Black-Scholes-Barenblatt partial differential equation
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stochastic control
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