Pricing exotic derivatives exploiting structure (Q299917)
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scientific article; zbMATH DE number 6597032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic derivatives exploiting structure |
scientific article; zbMATH DE number 6597032 |
Statements
Pricing exotic derivatives exploiting structure (English)
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23 June 2016
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CEV process
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discrete monitoring
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exotic derivatives
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matrix factorization
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numerical quadrature
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option pricing
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