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  • Search: subject:"stochastic numerical methods"
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equivalent martingale measures 1 incomplete markets 1 ption pricing 1 stochastic numerical methods 1 stochastic volatility 1
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Book / Working Paper 1
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Undetermined 1
Author
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Hofmann, N. 1 Platen, E. 1 Schweizer, M. 1
Institution
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University of Bonn, Germany 1
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Discussion Paper Serie B 1
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RePEc 1
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Option Pricing under Incompleteness and Stochastic Volatility
Hofmann, N.; Platen, E.; Schweizer, M. - University of Bonn, Germany - 1992
stochastic numerical methods permitting the explicit computation of option prices and hedging strategies, and we illustrate our …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005028474
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