Option pricing under stochastic volatility models with latent volatility (Q6053121)
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scientific article; zbMATH DE number 7742094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under stochastic volatility models with latent volatility |
scientific article; zbMATH DE number 7742094 |
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Option pricing under stochastic volatility models with latent volatility (English)
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25 September 2023
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finance
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option pricing
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stochastic volatility
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particle filters
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path dependence
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