Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale analysis of a perpetual American option with the stochastic elasticity of variance |
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Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (English)
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30 March 2015
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perpetual American option
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stochastic elasticity of variance
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constant elasticity of variance
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multiscale analysis
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