An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457): Difference between revisions

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Property / author: Song-Ping Zhu / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s40314-019-0832-6 / rank
 
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Property / OpenAlex ID: W2923188802 / rank
 
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Latest revision as of 09:35, 20 July 2024

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An alternative form to calibrate the correlated Stein-Stein option pricing model
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    An alternative form to calibrate the correlated Stein-Stein option pricing model (English)
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    4 September 2019
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    alternative form
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    Stein-Stein model
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    empirical studies
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