Problem of first passage time of a reflected stochastic volatility model (Q4640537)
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scientific article; zbMATH DE number 6874427
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| English | Problem of first passage time of a reflected stochastic volatility model |
scientific article; zbMATH DE number 6874427 |
Statements
25 May 2018
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first-passage time
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stochastic volatility model
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confluent hypergeometric function
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reflected process
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0.8063099980354309
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0.789485514163971
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0.7479403614997864
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0.7471636533737183
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0.745093822479248
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