An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667)
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scientific article; zbMATH DE number 6766757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility |
scientific article; zbMATH DE number 6766757 |
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An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (English)
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30 August 2017
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Black-Scholes model
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stochastic volatility
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option pricing
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Malliavin calculus
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