Pricing American continuous-installment options under stochastic volatility model (Q482015)
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scientific article; zbMATH DE number 6381812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American continuous-installment options under stochastic volatility model |
scientific article; zbMATH DE number 6381812 |
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Pricing American continuous-installment options under stochastic volatility model (English)
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19 December 2014
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American continuous-installment option
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stochastic volatility model
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Volterra integral equations
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