Dynamic programming methods for the American option pricing problem with stochastic volatility /

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Dynamic programming methods for the American option pricing problem with stochastic volatility /

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書誌詳細
第一著者:	Mastroeni, Loretta.
フォーマット:	論文
言語:	English
主題:	Dynamic programming methods Markov property Stochastic volatility
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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