Pricing options on discrete realized variance with partially exact and bounded approximations (Q4683116)
From MaRDI portal
scientific article; zbMATH DE number 6939317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on discrete realized variance with partially exact and bounded approximations |
scientific article; zbMATH DE number 6939317 |
Statements
Pricing options on discrete realized variance with partially exact and bounded approximations (English)
0 references
19 September 2018
0 references
options on discrete variance
0 references
stochastic volatility
0 references
conditioning variable method
0 references
partially exact and bounded approximations
0 references
