American stochastic volatility call option pricing: a lattice based approach (Q375256): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:05, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American stochastic volatility call option pricing: a lattice based approach |
scientific article |
Statements
American stochastic volatility call option pricing: a lattice based approach (English)
0 references
29 October 2013
0 references
options
0 references
numerical pricing
0 references
