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Continuous-time stochastic volatility model nonparametric option pricing
Author: HuangTianHong
Tutor: ChenPing
School: Nanjing University of Technology and Engineering
Course: Finance
Keywords: Options Stochastic Volatility Non-parametric pricing
CLC: F224
Type: Master's thesis
Year: 2012
Downloads: 50
Quote: 0
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Abstract
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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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