Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas |
scientific article |
Statements
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (English)
0 references
15 November 2016
0 references
