New solvable stochastic volatility models for pricing volatility derivatives (Q744402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New solvable stochastic volatility models for pricing volatility derivatives |
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New solvable stochastic volatility models for pricing volatility derivatives (English)
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25 September 2014
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volatility derivatives
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variance swap
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options
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stochastic volatility model
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Lie symmetry
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closed-form solution
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pricing
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