Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637)
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scientific article; zbMATH DE number 6252521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on realized variance by transform methods: a non-affine stochastic volatility model |
scientific article; zbMATH DE number 6252521 |
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Options on realized variance by transform methods: a non-affine stochastic volatility model (English)
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30 January 2014
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stochastic volatility
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volatility modelling
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computational finance
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derivatives pricing
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