Analytically pricing European options with a two-factor Stein-Stein model (Q6126086)
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scientific article; zbMATH DE number 7829120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytically pricing European options with a two-factor Stein-Stein model |
scientific article; zbMATH DE number 7829120 |
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Analytically pricing European options with a two-factor Stein-Stein model (English)
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9 April 2024
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Stein-Stein model
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European options
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stochastic mean reversion
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analytical solution
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empirical study
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