Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403)
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scientific article; zbMATH DE number 6524411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model |
scientific article; zbMATH DE number 6524411 |
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Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (English)
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28 December 2015
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stochastic volatility
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2-hypergeometric model
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implied volatility
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series expansions
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