Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms |
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Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (English)
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31 May 2011
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American option
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stochastic volatility model
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Fourier and Laplace transforms
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pricing equation
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Duhamel's principle
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Kolmogorov partial differential equation
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