Passport options with stochastic volatility (Q4541603)
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scientific article; zbMATH DE number 1771991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passport options with stochastic volatility |
scientific article; zbMATH DE number 1771991 |
Statements
Passport options with stochastic volatility (English)
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5 September 2002
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passport option
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option pricing
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stochastic volatility
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Hull and White model
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