Option prices under stochastic volatility (Q1761552)
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scientific article; zbMATH DE number 6106985
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option prices under stochastic volatility |
scientific article; zbMATH DE number 6106985 |
Statements
Option prices under stochastic volatility (English)
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15 November 2012
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option pricing
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stochastic volatility
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Heston model
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0.8162112832069397
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0.8146708011627197
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0.8079990744590759
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