ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383)
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scientific article; zbMATH DE number 7488147
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| English | ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL |
scientific article; zbMATH DE number 7488147 |
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ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (English)
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11 March 2022
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SDE
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volatility asset model
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diffusion process
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elementary solution of diffusion equation
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European option pricing
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