On pricing options under two stochastic volatility processes (Q6569311)
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scientific article; zbMATH DE number 7878415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing options under two stochastic volatility processes |
scientific article; zbMATH DE number 7878415 |
Statements
On pricing options under two stochastic volatility processes (English)
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9 July 2024
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iterative splitting
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asymptotic expansion
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calibration
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stochastic volatility
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