Option price with stochastic volatility for both fast and slow mean-reverting regimes (Q357435): Difference between revisions
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Revision as of 19:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option price with stochastic volatility for both fast and slow mean-reverting regimes |
scientific article |
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Option price with stochastic volatility for both fast and slow mean-reverting regimes (English)
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30 July 2013
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Heston model
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option pricing
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mean-reverting regime
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approximation
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