Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility

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Publication:5094574

DOI10.1080/17442508.2021.1993445zbMath1492.91420arXiv1812.07803OpenAlexW3209684334WikidataQ114098093 ScholiaQ114098093MaRDI QIDQ5094574

Nicolas Langrené, Kaustav Das

Publication date: 3 August 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07803






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