OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749): Difference between revisions
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scientific article; zbMATH DE number 7413996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL |
scientific article; zbMATH DE number 7413996 |
Statements
OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (English)
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26 October 2021
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fractional Brownian motion
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stochastic volatility
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Malliavin calculus
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option pricing
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