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Modern Stochastics: Theory and Applications


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Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation

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2025 International Conference on Modeling, Analysis and Simulation of Wireless and Mobile Systems (MSWiM)
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PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
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