Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133): Difference between revisions
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Revision as of 00:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility |
scientific article |
Statements
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (English)
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13 July 2012
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option pricing
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mean reversion
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multiscale asymptotic
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stochastic volatility
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