No label defined (Q5195938)
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scientific article; zbMATH DE number 7112830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7112830 |
Statements
2 October 2019
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multifactor affine jump diffusion model
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stochastic volatility
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stochastic interest rate
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forward starting options
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Fourier inverse transform
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