A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440): Difference between revisions
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Revision as of 14:50, 28 November 2024
scientific article; zbMATH DE number 7843810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching |
scientific article; zbMATH DE number 7843810 |
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A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (English)
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7 May 2024
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