Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion |
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Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (English)
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28 November 2014
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Monte Carlo
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variance derivatives
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stochastic volatility
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control variate
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