INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498): Difference between revisions
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Latest revision as of 09:38, 30 July 2024
scientific article; zbMATH DE number 6824300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS |
scientific article; zbMATH DE number 6824300 |
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INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (English)
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11 January 2018
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stochastic volatility
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exact probability densities
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implied volatility
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timer option
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