Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0804.2589 / rank | |||
Normal rank |
Revision as of 04:11, 20 April 2024
scientific article; zbMATH DE number 7319523
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model |
scientific article; zbMATH DE number 7319523 |
Statements
Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (English)
0 references
11 March 2021
0 references