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