APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621)
From MaRDI portal
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 |
Statements
APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (English)
0 references
31 March 2024
0 references
stochastic volatility
0 references
fractional Brownian motion
0 references
derivatives pricing
0 references
0 references
0 references
0 references
