Pricing of options in the singular perturbed stochastic volatility model (Q2400320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of options in the singular perturbed stochastic volatility model |
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Pricing of options in the singular perturbed stochastic volatility model (English)
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28 August 2017
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singular perturbation
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stochastic volatility
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Fourier analysis
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DFT method
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Bermudan options
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