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A Generic Decomposition Formula for Pricing Vanilla Options Under Stochastic Volatility Models
Trends in Mathematics - Extended Abstracts Summer 2015
◽
10.1007/978-3-319-51753-7_20
◽
2017
◽
pp. 121-125
Author(s):
Raúl Merino
◽
Josep Vives
Keyword(s):
Stochastic Volatility
◽
Stochastic Volatility Models
◽
Volatility Models
◽
Decomposition Formula
Download Full-text
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◽
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An adaptive Filon quadrature for stochastic volatility models
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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Author(s):
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◽
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◽
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Keyword(s):
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◽
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◽
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◽
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◽
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Transform Analysis for Pricing American Options Under Low-Dimensional Stochastic Volatility Models
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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Stochastic Volatility
◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
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◽
Stochastic Volatility Models
◽
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◽
10.2139/ssrn.2720927
◽
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◽
Author(s):
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◽
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◽
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