Pricing foreign equity option with stochastic volatility (Q1618699): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:18, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing foreign equity option with stochastic volatility |
scientific article |
Statements
Pricing foreign equity option with stochastic volatility (English)
0 references
13 November 2018
0 references
exchange rate
0 references
foreign equity option
0 references
Fourier transform
0 references
time-changed Lévy process
0 references
