Pricing via recursive quantization in stochastic volatility models (Q4555112)
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scientific article; zbMATH DE number 6981230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing via recursive quantization in stochastic volatility models |
scientific article; zbMATH DE number 6981230 |
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Pricing via recursive quantization in stochastic volatility models (English)
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19 November 2018
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quantization
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Monte Carlo method
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stochastic volatility model
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vanilla options
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equity volatility option
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