Deterministic and Stochastic Topics in Computational Finance (Q3181076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic and Stochastic Topics in Computational Finance |
scientific article |
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Deterministic and Stochastic Topics in Computational Finance (English)
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22 December 2016
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option pricing
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PDE-based approach
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closed-form solutions
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model calibration
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stochastic volatility
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risk-neutral valuation
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interest rate modelling
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