The \(\alpha\)-hypergeometric stochastic volatility model (Q265650)
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scientific article; zbMATH DE number 6562535
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The \(\alpha\)-hypergeometric stochastic volatility model |
scientific article; zbMATH DE number 6562535 |
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The \(\alpha\)-hypergeometric stochastic volatility model (English)
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4 April 2016
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\(\alpha\)-hypergeometric stochastic volatility model
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volatility derivatives
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European option pricing
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0.799930214881897
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0.7662897109985352
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0.7572069764137268
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0.7522807121276855
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