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| Property / cites work: Stochastic volatility, jumps and hidden time changes / rank | |||
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Latest revision as of 03:09, 5 July 2024
scientific article; zbMATH DE number 6026963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6026963 |
Statements
23 April 2012
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stochastic differential equation
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stochastic volatility
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price
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European call option
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Monte Carlo approximation
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