Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036): Difference between revisions
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Revision as of 13:56, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility and option pricing with long-memory in discrete and continuous time |
scientific article |
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Stochastic volatility and option pricing with long-memory in discrete and continuous time (English)
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17 January 2014
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option pricing
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stochastic volatility
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long memory
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particle filtering
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estimation
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multinomial tree
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