On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180)
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| Language | Label | Description | Also known as |
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| English | On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type |
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On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (English)
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5 August 2014
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stochastic volatility models
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explicit methods for contingent claim valuation
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Lévy processes
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processes of Ornstein-Uhlenbeck type
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