A new approach for option pricing under stochastic volatility (Q2425553)
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: A new approach for option pricing under stochastic volatility |
scientific article; zbMATH DE number 5271315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new approach for option pricing under stochastic volatility |
scientific article; zbMATH DE number 5271315 |
Statements
A new approach for option pricing under stochastic volatility (English)
0 references
6 May 2008
0 references
Option pricing
0 references
Stochastic volatility
0 references
0 references
0.7952765226364136
0 references
0.7933818697929382
0 references
0.7851412892341614
0 references
0.7801670432090759
0 references
0.7769779562950134
0 references
