A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196)
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scientific article; zbMATH DE number 6696570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A delayed stochastic volatility correction to the constant elasticity of variance model |
scientific article; zbMATH DE number 6696570 |
Statements
A delayed stochastic volatility correction to the constant elasticity of variance model (English)
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23 March 2017
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constant elasticity of variance model
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stochastic volatility
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martingale
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option pricing
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0.7519075274467468
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0.7454929947853088
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0.744593620300293
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0.739155650138855
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0.7386206984519958
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