European call option pricing under reflected Vasicek-Ornstein-Uhlenbeck model (Q4623637)
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scientific article; zbMATH DE number 7027994
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| English | European call option pricing under reflected Vasicek-Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 7027994 |
Statements
22 February 2019
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reflected Vasicek-Ornstein-Uhlenbeck model
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European-style call option
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moment matching
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0.7819837927818298
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0.7788679599761963
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0.7754418253898621
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