Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403)
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scientific article; zbMATH DE number 6524411
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| English | Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model |
scientific article; zbMATH DE number 6524411 |
Statements
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (English)
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28 December 2015
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stochastic volatility
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2-hypergeometric model
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implied volatility
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series expansions
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0.8162112832069397
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0.8117265701293945
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0.809719979763031
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0.7948791980743408
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0.7924171686172485
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