American option pricing under two stochastic volatility processes (Q278970)
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scientific article; zbMATH DE number 6574452
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American option pricing under two stochastic volatility processes |
scientific article; zbMATH DE number 6574452 |
Statements
American option pricing under two stochastic volatility processes (English)
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27 April 2016
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American options
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Fourier transform
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Laplace transform
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method of characteristics
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0.9486321
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0.94160527
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0.9279116
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0.91983604
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0.91606927
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0.91368246
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0.9118274
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