A closed-form solution for options with stochastic volatility with applications to bond and currency options (Q5374080)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A closed-form solution for options with stochastic volatility with applications to bond and currency options |
scientific article; zbMATH DE number 6857130
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A closed-form solution for options with stochastic volatility with applications to bond and currency options |
scientific article; zbMATH DE number 6857130 |
Statements
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (English)
0 references
6 April 2018
0 references
0.9999988675117492
0 references
0.8476955890655518
0 references
