Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance |
scientific article; zbMATH DE number 5309134
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance |
scientific article; zbMATH DE number 5309134 |
Statements
Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (English)
0 references
8 August 2008
0 references
random coefficients
0 references
sign-switching
0 references
stochastic volatility
0 references
truncated lognormal distribution
0 references
0 references
0.8023204207420349
0 references
0.764981210231781
0 references
0.7389699816703796
0 references
0.7309513688087463
0 references
0.726034939289093
0 references
