Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (Q4558891)
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scientific article; zbMATH DE number 6987216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus |
scientific article; zbMATH DE number 6987216 |
Statements
Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (English)
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30 November 2018
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Hull and White type formula
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Malliavin-Skorohod calculus
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stochastic volatility jump-diffusion models
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derivative pricing
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quantitative finance
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