APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621)
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scientific article; zbMATH DE number 7826381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL |
scientific article; zbMATH DE number 7826381 |
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APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (English)
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31 March 2024
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stochastic volatility
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fractional Brownian motion
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derivatives pricing
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