Analysis, Geometry, and Modeling in Finance (Q3529416)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis, Geometry, and Modeling in Finance |
scientific article |
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Analysis, Geometry, and Modeling in Finance (English)
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9 October 2008
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heat kernel expansion
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option pricing
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portfolio optimization
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dynamics of the implied volatility
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local and stochastic volatility models
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Malliavin calculus
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Black-Scholes equation
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Monte Carlo methods
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