Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036)
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scientific article; zbMATH DE number 6247141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility and option pricing with long-memory in discrete and continuous time |
scientific article; zbMATH DE number 6247141 |
Statements
Stochastic volatility and option pricing with long-memory in discrete and continuous time (English)
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17 January 2014
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option pricing
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stochastic volatility
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long memory
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particle filtering
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estimation
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multinomial tree
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0.96659964
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0.9442403
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0.9265003
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0.9240794
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0.9193797
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0.91112477
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0.90606976
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