Stochastic volatility models and Kelvin waves (Q3524284)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models and Kelvin waves |
scientific article |
Statements
Stochastic volatility models and Kelvin waves (English)
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9 September 2008
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stochastic volatility models
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Stein and Stein model
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Heston model
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model implementation
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Kelvin method
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