INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498)
From MaRDI portal
scientific article; zbMATH DE number 6824300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS |
scientific article; zbMATH DE number 6824300 |
Statements
INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (English)
0 references
11 January 2018
0 references
stochastic volatility
0 references
exact probability densities
0 references
implied volatility
0 references
timer option
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
