Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method (Q3112716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method |
scientific article |
Statements
6 February 2012
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LDQ
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DQ
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option-pricing model
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stochastic volatility
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Black-Scholes equation
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standard option
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lookback option
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Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method (English)
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