A spectral element approximation to price European options with one asset and stochastic volatility (Q618530)
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scientific article; zbMATH DE number 5837463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element approximation to price European options with one asset and stochastic volatility |
scientific article; zbMATH DE number 5837463 |
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A spectral element approximation to price European options with one asset and stochastic volatility (English)
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16 January 2011
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option pricing
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spectral element method
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stochastic volatility
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0.9469329
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0.9298227
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0.9145186
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0.89692783
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0.89590305
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0.89444244
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0.8938439
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0.89223266
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