Pricing foreign currency options with stochastic volatility (Q3374319)
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scientific article; zbMATH DE number 5010688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing foreign currency options with stochastic volatility |
scientific article; zbMATH DE number 5010688 |
Statements
9 March 2006
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diffusion model
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parameter estimates
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0.8492465615272522
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0.8368450403213501
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0.8262818455696106
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0.819738507270813
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