Iterative estimation procedure for option pricing with stochastic volatility models (Q1395970)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Iterative estimation procedure for option pricing with stochastic volatility models |
scientific article; zbMATH DE number 1941528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative estimation procedure for option pricing with stochastic volatility models |
scientific article; zbMATH DE number 1941528 |
Statements
Iterative estimation procedure for option pricing with stochastic volatility models (English)
0 references
15 December 2003
0 references