Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (Q5250042): Difference between revisions

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Latest revision as of 01:45, 10 July 2024

scientific article; zbMATH DE number 6435985
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English
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models
scientific article; zbMATH DE number 6435985

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    Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (English)
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    15 May 2015
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    mixed stochastic stock price models
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    Mellin convolution
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    Heston model with double exponential jumps
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    implied volatility
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