Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097)
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scientific article; zbMATH DE number 5080201
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| English | Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model |
scientific article; zbMATH DE number 5080201 |
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Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (English)
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14 December 2006
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0.9407982230186462
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0.8827822804450989
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0.8644585013389587
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0.8600483536720276
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