PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796)
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scientific article; zbMATH DE number 6794581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE |
scientific article; zbMATH DE number 6794581 |
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PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (English)
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20 October 2017
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timer option
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stochastic volatility
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Bessel process
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