A fast calibrating volatility model for option pricing (Q319158): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:28, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast calibrating volatility model for option pricing |
scientific article |
Statements
A fast calibrating volatility model for option pricing (English)
0 references
6 October 2016
0 references
stochastic volatility models
0 references
option pricing
0 references
