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Search: subject:"unconditional stability"
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A new stable local radial basis function approach for option pricing
Golbabai, A.
;
Mohebianfar, E.
- In:
Computational economics
49
(
2017
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10011757588
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Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
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