A moment matching method for option pricing under stochastic interest rates (Q6579672)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A moment matching method for option pricing under stochastic interest rates |
scientific article; zbMATH DE number 7887737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A moment matching method for option pricing under stochastic interest rates |
scientific article; zbMATH DE number 7887737 |
Statements
A moment matching method for option pricing under stochastic interest rates (English)
0 references
25 July 2024
0 references
Cox-Ingersoll-Ross model
0 references
moment matching
0 references
non-affine models
0 references
option pricing
0 references
stochastic interest rates
0 references
0 references
