A fast calibrating volatility model for option pricing (Q319158): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6633442 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic volatility models | |||
| Property / zbMATH Keywords: stochastic volatility models / rank | |||
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| Property / zbMATH Keywords | |||
option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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Revision as of 01:36, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast calibrating volatility model for option pricing |
scientific article |
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A fast calibrating volatility model for option pricing (English)
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6 October 2016
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stochastic volatility models
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option pricing
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