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 the normal view instead:
scientific article; zbMATH DE number 6977366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing foreign equity option with stochastic volatility |
scientific article; zbMATH DE number 6977366 |
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
0.95272166
0 references
0.9446556
0 references
0.91915244
0 references
0.90903866
0 references
0.9089339
0 references
0.90512514
0 references
