Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272): Difference between revisions
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Latest revision as of 01:33, 20 April 2024
scientific article; zbMATH DE number 6429538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results |
scientific article; zbMATH DE number 6429538 |
Statements
Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (English)
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23 April 2015
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stochastic volatility
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numerical methods for option pricing
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local volatility theory
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implementation of pricing derivatives
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exotic options
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barrier options
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