On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (Q4986427)
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scientific article; zbMATH DE number 7339885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach |
scientific article; zbMATH DE number 7339885 |
Statements
On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (English)
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27 April 2021
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option pricing theory
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Black-Scholes equation
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Kullback measure of relative information
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stochastic volatility
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homotopy perturbation method
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Liouville-Caputo fractional derivative
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