Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion (Q2940778)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion |
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Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion (English)
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20 January 2015
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stochastic volatility
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log-normal model
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Fourier transform
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expansion
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volatility of volatility
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European options
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implied volatility
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