Computation of powered option prices under a general model for underlying asset dynamics (Q2074891)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computation of powered option prices under a general model for underlying asset dynamics |
scientific article; zbMATH DE number 7472436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computation of powered option prices under a general model for underlying asset dynamics |
scientific article; zbMATH DE number 7472436 |
Statements
Computation of powered option prices under a general model for underlying asset dynamics (English)
0 references
11 February 2022
0 references
powered options
0 references
geometric Lévy model
0 references
regime-switching model
0 references
Black-Scholes-Vasiček model
0 references
Heston's stochastic volatility model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7894173860549927
0 references
0.7490682005882263
0 references
0.748641848564148
0 references
0.7382359504699707
0 references
0.7345064282417297
0 references
