A closed-form solution for options with ambiguity about stochastic volatility (Q488211)
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scientific article; zbMATH DE number 6390315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A closed-form solution for options with ambiguity about stochastic volatility |
scientific article; zbMATH DE number 6390315 |
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A closed-form solution for options with ambiguity about stochastic volatility (English)
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23 January 2015
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option pricing
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stochastic volatility
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ambiguity
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0.7752540707588196
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0.7746641635894775
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0.7746636867523193
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0.7729108929634094
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0.7535531520843506
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