Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272)
From MaRDI portal
scientific article; zbMATH DE number 6429538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results |
scientific article; zbMATH DE number 6429538 |
Statements
Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (English)
0 references
23 April 2015
0 references
stochastic volatility
0 references
numerical methods for option pricing
0 references
local volatility theory
0 references
implementation of pricing derivatives
0 references
exotic options
0 references
barrier options
0 references
