Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249)
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scientific article; zbMATH DE number 6285945
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| English | Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data |
scientific article; zbMATH DE number 6285945 |
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (English)
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16 April 2014
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estimation
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stochastic volatility
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pricing formulae
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option data
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0.7965219020843506
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0.79092937707901
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0.7909290194511414
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0.7759338021278381
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