European option pricing with stochastic volatility models under parameter uncertainty (Q5038294)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7594959
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | European option pricing with stochastic volatility models under parameter uncertainty |
scientific article; zbMATH DE number 7594959 |
Statements
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (English)
0 references
30 September 2022
0 references
option pricing
0 references
stochastic volatility
0 references
model uncertainty
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8175102472305298
0 references
0.7814773321151733
0 references
0.7792075276374817
0 references
0.7754929661750793
0 references
0.7732644081115723
0 references
