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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2017
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Article
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Tab 1
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Research Article
Efficient Simulation for Pricing Barrier Options with Two-Factor Stochastic Volatility and Stochastic Interest Rate
Table 1
Estimated parameter values for the DHHW model calibrated to S&P 500 index call options on March 28, 2017.
Parameter values
RMSE