Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance |
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Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (English)
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8 August 2008
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random coefficients
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sign-switching
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stochastic volatility
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truncated lognormal distribution
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