Market calibration under a long memory stochastic volatility model (Q4585681)
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scientific article; zbMATH DE number 6933341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market calibration under a long memory stochastic volatility model |
scientific article; zbMATH DE number 6933341 |
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Market calibration under a long memory stochastic volatility model (English)
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6 September 2018
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European call option
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stochastic volatility
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long memory
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fractional process
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market calibration
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