Financial modeling in a fast mean-reverting stochastic volatility environment (Q1012317)
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scientific article; zbMATH DE number 5543963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial modeling in a fast mean-reverting stochastic volatility environment |
scientific article; zbMATH DE number 5543963 |
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Financial modeling in a fast mean-reverting stochastic volatility environment (English)
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15 April 2009
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incomplete markets
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option pricing
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stochastic equations
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stochastic volatility
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0.934364914894104
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0.8232859969139099
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0.8160971999168396
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0.8126320242881775
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