INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498)
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scientific article; zbMATH DE number 6824300
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| English | INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS |
scientific article; zbMATH DE number 6824300 |
Statements
INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (English)
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11 January 2018
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stochastic volatility
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exact probability densities
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implied volatility
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timer option
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0.89064574
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0.88665247
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0.8855748
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0.88269556
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0.87715626
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0.8771552
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0.87650985
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0.87611824
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0.87523234
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