Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models |
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Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (English)
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28 September 2018
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option pricing
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target volatility option
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corridor variance swap
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double digital call
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Wishart stochastic volatility models
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