Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and approximate solutions for options with time-dependent stochastic volatility |
scientific article |
Statements
Exact and approximate solutions for options with time-dependent stochastic volatility (English)
0 references
10 December 2018
0 references
stochastic volatility
0 references
volatility model
0 references
option pricing
0 references
0 references
0 references
