European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294): Difference between revisions

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Revision as of 19:22, 19 March 2024

scientific article; zbMATH DE number 7594959
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English
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
scientific article; zbMATH DE number 7594959

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    European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (English)
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    30 September 2022
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    option pricing
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    stochastic volatility
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    model uncertainty
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