GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING (Q2800056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING |
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GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING (English)
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14 April 2016
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martingale measures
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Ornstein-Uhlenbeck process
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option pricing
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inverse-Gaussian distribution
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volatility smile
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