COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS (Q3623428)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS |
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COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS (English)
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20 April 2009
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option pricing
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stochastic volatility model
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Heston model
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correlated Stein-Stein model
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KOSPI 200 index option
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