OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL (Q3067763): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 0905.1882 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4509488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic volatility models and Kelvin waves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility in financial markets: Stochastic models and empirical results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692890 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stock Price Distributions with Stochastic Volatility: An Analytic Approach / rank
 
Normal rank

Latest revision as of 15:02, 3 July 2024

scientific article
Language Label Description Also known as
English
OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL
scientific article

    Statements

    Identifiers