Option pricing under double Heston model with approximative fractional stochastic volatility (Q6483899)
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scientific article; zbMATH DE number 7461412
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Option pricing under double Heston model with approximative fractional stochastic volatility |
scientific article; zbMATH DE number 7461412 |
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Option pricing under double Heston model with approximative fractional stochastic volatility (English)
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21 January 2022
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0.8181573748588562
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0.8053749799728394
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0.795599102973938
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0.7874623537063599
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