Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data |
scientific article |
Statements
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (English)
0 references
16 April 2014
0 references
estimation
0 references
stochastic volatility
0 references
pricing formulae
0 references
option data
0 references
0 references
0 references