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Pricing stochastic volatility models using random grids
Assets can be priced using a variety of numerical methods. In some instances, a particular numerical method may be more appropriate than others. If one method is used to calibrate the model to market conditions, but another method is used to price the asset, the results obtained may be inconsistent....
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2022
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