A closed-form solution for options with stochastic volatility with applications to bond and currency options (Q5374080)
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scientific article; zbMATH DE number 6857130
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| default for all languages | No label defined |
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| 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)
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6 April 2018
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0.9999988675117492
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0.8476955890655518
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