Option pricing with orthogonal polynomial expansions (Q5109983)
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scientific article; zbMATH DE number 7200951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with orthogonal polynomial expansions |
scientific article; zbMATH DE number 7200951 |
Statements
Option pricing with orthogonal polynomial expansions (English)
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14 May 2020
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Greeks
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option pricing
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orthogonal polynomials
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parameter sensitivity
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polynomial diffusion models
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stochastic volatility
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