Bessel processes, stochastic volatility, and timer options (Q2788692)
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scientific article; zbMATH DE number 6543356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bessel processes, stochastic volatility, and timer options |
scientific article; zbMATH DE number 6543356 |
Statements
22 February 2016
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timer options
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volatility derivatives
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realized variance
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stochastic volatility models
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Bessel processes
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0.9001043
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0.8893043
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0.88665247
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0.88228476
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0.87162054
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0.87064457
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Bessel processes, stochastic volatility, and timer options (English)
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