Explicit solution simulation method for the 3/2 model (Q2080170)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution simulation method for the 3/2 model |
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Explicit solution simulation method for the 3/2 model (English)
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7 October 2022
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3/2 model
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explicit solutions
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weak solutions
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stochastic volatility
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Monte Carlo simulations
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option pricing
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non-affine volatility
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