Effective stochastic local volatility models (Q6127427)
From MaRDI portal
scientific article; zbMATH DE number 7831720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effective stochastic local volatility models |
scientific article; zbMATH DE number 7831720 |
Statements
Effective stochastic local volatility models (English)
0 references
12 April 2024
0 references
stochastic local volatility
0 references
stochastic volatility
0 references
SABR
0 references
ZABR
0 references
Heston
0 references
approximation formula
0 references
