European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield |
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European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (English)
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15 March 2022
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options pricing
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stochastic earning yield
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stochastic dividend yield
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Black-Scholes-Merton model
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generalized Ornstein-Uhlenbeck process
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