Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
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Publication:2857276
DOI10.1142/8660zbMath1298.91017OpenAlexW2149926685MaRDI QIDQ2857276
Publication date: 1 November 2013
Full work available at URL: https://doi.org/10.1142/8660
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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