A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080)
From MaRDI portal
scientific article; zbMATH DE number 6857130
Language | Label | Description | Also known as |
---|---|---|---|
English | A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options |
scientific article; zbMATH DE number 6857130 |
Statements
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (English)
0 references
6 April 2018
0 references