Pricing turbo warrants under stochastic elasticity of variance (Q508292): Difference between revisions

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Property / DOI: 10.1016/j.chaos.2015.11.043 / rank
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Latest revision as of 19:52, 9 December 2024

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Pricing turbo warrants under stochastic elasticity of variance
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    Pricing turbo warrants under stochastic elasticity of variance (English)
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    10 February 2017
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    turbo warrant option
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    stochastic elasticity of variance
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    Ornstein-Uhlenbeck process
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    multi-scale analysis
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