Stochastic volatility models and Kelvin waves (Q3524284)
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scientific article; zbMATH DE number 5323539
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility models and Kelvin waves |
scientific article; zbMATH DE number 5323539 |
Statements
Stochastic volatility models and Kelvin waves (English)
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9 September 2008
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stochastic volatility models
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Stein and Stein model
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Heston model
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model implementation
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Kelvin method
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0.749530017375946
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0.7495294809341431
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0.7444179654121399
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0.7415806651115417
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0.7414517402648926
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