LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING |
scientific article |
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LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (English)
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6 July 2005
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long memory
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stochastic volatility
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option pricing
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0.8772873282432556
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0.8639423251152039
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0.8499056100845337
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0.8467569947242737
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