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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Autor principal:	Mastroeni, Loretta.
Format:	Article
Idioma:	English
Matèries:	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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