OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767)
From MaRDI portal
scientific article; zbMATH DE number 7507549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION |
scientific article; zbMATH DE number 7507549 |
Statements
OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (English)
0 references
14 April 2022
0 references
nonlinear differential equation
0 references
Fourier transform
0 references
stochastic volatility model
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
