Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150)
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scientific article; zbMATH DE number 6665901
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing perpetual American options under multiscale stochastic elasticity of variance |
scientific article; zbMATH DE number 6665901 |
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Pricing perpetual American options under multiscale stochastic elasticity of variance (English)
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19 December 2016
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0.9523513913154602
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0.8553943634033203
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0.8545610904693604
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0.809407114982605
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