Stochastic volatility models with application in option pricing (Q2324121)
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scientific article; zbMATH DE number 7105115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility models with application in option pricing |
scientific article; zbMATH DE number 7105115 |
Statements
Stochastic volatility models with application in option pricing (English)
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13 September 2019
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stochastic volatility model
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Black-Scholes model
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random volatility
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Taylor expansion
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modified option pricing formula
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0.8513755798339844
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0.8500478267669678
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0.8384090065956116
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0.8332920670509338
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0.8320353627204895
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