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scientific article; zbMATH DE number 6969301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6969301 |
Statements
31 October 2018
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Heston model
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stochastic volatility
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Black-Scholes equation
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European call option
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degenerate parabolic equation
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terminal value problem
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holomorphic extension
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analytic solution
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