OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749): Difference between revisions

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+MaRDI publication profile
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+Processes of normal inverse Gaussian type
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+The Pricing of Options and Corporate Liabilities
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+MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s1446181121000225
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+W3193574981
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+Publication:5158749