Path dependent volatility (Q940996)
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scientific article; zbMATH DE number 5320823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path dependent volatility |
scientific article; zbMATH DE number 5320823 |
Statements
Path dependent volatility (English)
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4 September 2008
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option pricing
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Kolmogorov equations
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volatility modeling
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