Pricing vulnerable options under a stochastic volatility model (Q2349261)
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: Pricing vulnerable options under a stochastic volatility model |
scientific article; zbMATH DE number 6448095
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing vulnerable options under a stochastic volatility model |
scientific article; zbMATH DE number 6448095 |
Statements
Pricing vulnerable options under a stochastic volatility model (English)
0 references
22 June 2015
0 references
vulnerable option
0 references
stochastic volatility
0 references
multiscale
0 references
0 references
0 references
0.9049628376960754
0 references
0.9005832672119141
0 references
0.8901881575584412
0 references
0.8419462442398071
0 references
0.8401475548744202
0 references
