Pricing turbo warrants under stochastic elasticity of variance (Q508292)
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scientific article; zbMATH DE number 6683382
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| English | Pricing turbo warrants under stochastic elasticity of variance |
scientific article; zbMATH DE number 6683382 |
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Pricing turbo warrants under stochastic elasticity of variance (English)
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10 February 2017
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turbo warrant option
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stochastic elasticity of variance
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Ornstein-Uhlenbeck process
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multi-scale analysis
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0.8879776000976562
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0.8783186674118042
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0.7857763767242432
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0.7486769556999207
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