Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899): Difference between revisions
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Revision as of 16:29, 5 March 2024
scientific article; zbMATH DE number 6934620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance |
scientific article; zbMATH DE number 6934620 |
Statements
Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (English)
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11 September 2018
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variance options
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volatility derivatives
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saddlepoint approximation
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discrete sampling
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