Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (Q5250042): Difference between revisions
From MaRDI portal
Latest revision as of 01:45, 10 July 2024
scientific article; zbMATH DE number 6435985
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models |
scientific article; zbMATH DE number 6435985 |
Statements
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (English)
0 references
15 May 2015
0 references
mixed stochastic stock price models
0 references
Mellin convolution
0 references
Heston model with double exponential jumps
0 references
implied volatility
0 references
0 references
0 references
0 references
0 references