Pricing foreign equity option with stochastic volatility (Q1618699)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing foreign equity option with stochastic volatility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing foreign equity option with stochastic volatility |
scientific article |
Statements
Pricing foreign equity option with stochastic volatility (English)
0 references
13 November 2018
0 references
exchange rate
0 references
foreign equity option
0 references
Fourier transform
0 references
time-changed Lévy process
0 references
0 references
0 references
0 references
0 references
