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  • Search: subject:"Local Volatility pricing model"
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Subject
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Black-Scholes pricing model 1 CAPM 1 Certificate pricing 1 Halton sequences 1 Heston pricing model 1 Italien 1 Italy 1 Local Volatility pricing model 1 Low Discrepancy Sequences (LDSs) 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Preis 1 Price 1 Quasi-Monte Carlo (QMC) 1 Sobol sequences 1 Stochastic Differential Equation (SDE) 1 Stochastic process 1 Stochastischer Prozess 1 Torus sequences 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bottasso, Anna 1 Fusaro, Michelangelo 1 Giribone, Pier Giuseppe 1 Tissone, Alessio 1
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International journal of financial engineering 1
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ECONIS (ZBW) 1
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Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: International journal of financial engineering 10 (2023) 3, pp. 1-39
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