SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING |
scientific article |
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SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (English)
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28 August 2009
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option valuation
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singular perturbation theory
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numerical techniques
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multiple underlyings
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implied volatilities
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