Exact and approximate solutions for options with time-dependent stochastic volatility

DOI10.1016/j.apm.2013.11.006zbMath1427.91273OpenAlexW1965992773MaRDI QIDQ1630713

Joanna M. Goard

Publication date: 10 December 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.11.006

zbMATH Keywords

stochastic volatilityoption pricingvolatility model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items

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Uses Software

• Maple

Cites Work

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