Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821)
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scientific article; zbMATH DE number 6858753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities |
scientific article; zbMATH DE number 6858753 |
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Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (English)
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11 April 2018
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asymptotic expansion
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option pricing
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stochastic volatility
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0.9080671
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0.9003788
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0.89776844
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0.88712496
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0.88652533
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0.88269484
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0.88057995
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0.88031644
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