RBF methods in a stochastic volatility framework for Greeks computation (Q2186934)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RBF methods in a stochastic volatility framework for Greeks computation |
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RBF methods in a stochastic volatility framework for Greeks computation (English)
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10 June 2020
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radial basis functions methods
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Greeks computation
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Heston model
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