Option pricing under stochastic volatility models with latent volatility (Q6053121)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7742094
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing under stochastic volatility models with latent volatility |
scientific article; zbMATH DE number 7742094 |
Statements
Option pricing under stochastic volatility models with latent volatility (English)
0 references
25 September 2023
0 references
finance
0 references
option pricing
0 references
stochastic volatility
0 references
particle filters
0 references
path dependence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.739912211894989
0 references
0.7377583980560303
0 references
0.7360533475875854
0 references
0.7319598197937012
0 references
0.7299492955207825
0 references
