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
    0 references

    Identifiers