THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS (Q3022030): Difference between revisions
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Latest revision as of 12:03, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS |
scientific article |
Statements
THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS (English)
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22 June 2005
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implied price processes
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Markov processes
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mean reverting volatility
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