An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457)

From MaRDI portal
Revision as of 03:10, 3 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An alternative form to calibrate the correlated Stein-Stein option pricing model
scientific article

    Statements

    An alternative form to calibrate the correlated Stein-Stein option pricing model (English)
    0 references
    0 references
    0 references
    4 September 2019
    0 references
    0 references
    alternative form
    0 references
    Stein-Stein model
    0 references
    empirical studies
    0 references