Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713)
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scientific article; zbMATH DE number 6991492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and approximate solutions for options with time-dependent stochastic volatility |
scientific article; zbMATH DE number 6991492 |
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Exact and approximate solutions for options with time-dependent stochastic volatility (English)
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10 December 2018
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stochastic volatility
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volatility model
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option pricing
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0.93379134
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0.9267166
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0.9232036
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0.91237646
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0.90927327
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