Explicit solution simulation method for the 3/2 model (Q2080170)
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scientific article; zbMATH DE number 7597808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Explicit solution simulation method for the 3/2 model |
scientific article; zbMATH DE number 7597808 |
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Explicit solution simulation method for the 3/2 model (English)
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7 October 2022
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3/2 model
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explicit solutions
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weak solutions
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stochastic volatility
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Monte Carlo simulations
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option pricing
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non-affine volatility
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0.83034348487854
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0.7781484723091125
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0.7730953693389893
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0.7481595277786255
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0.7417340278625488
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