No label defined (Q4983946)
From MaRDI portal
scientific article; zbMATH DE number 7338510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7338510 |
Statements
26 April 2021
0 references
sub-fractional Brownian motion
0 references
stochastic volatility
0 references
Monte Carlo simulation
0 references
option pricing
0 references
parameter estimation
0 references
