A fast calibrating volatility model for option pricing (Q319158): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2014.12.031 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2014.12.031 / rank | |||
Normal rank | |||
Latest revision as of 14:17, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast calibrating volatility model for option pricing |
scientific article |
Statements
A fast calibrating volatility model for option pricing (English)
0 references
6 October 2016
0 references
stochastic volatility models
0 references
option pricing
0 references
0 references
