A fast calibrating volatility model for option pricing (Q319158)
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scientific article; zbMATH DE number 6633442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A fast calibrating volatility model for option pricing |
scientific article; zbMATH DE number 6633442 |
Statements
A fast calibrating volatility model for option pricing (English)
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6 October 2016
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stochastic volatility models
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option pricing
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0.8215180039405823
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0.8073787689208984
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0.7936829924583435
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0.7930265069007874
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0.7867926359176636
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