The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models (Q3405450)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models |
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The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models (English)
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15 February 2010
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Monte Carlo
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stochastic volatility
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variance reduction
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jump-diffusion
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option pricing
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