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Asymptotic Approximations to Deterministic and Stochastic Volatility Models.

Richard JordanCharles Tier
Published in: SIAM J. Financial Math. (2011)
Keyphrases
  • statistical models
  • decision trees
  • long term
  • probabilistic model
  • worst case
  • regression model
  • stock market
  • black box
  • stochastic process