REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065)
From MaRDI portal
scientific article; zbMATH DE number 7384595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS |
scientific article; zbMATH DE number 7384595 |
Statements
REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (English)
0 references
24 August 2021
0 references
local volatility model
0 references
stochastic volatility model
0 references
fractional volatility model
0 references
chaos expansion
0 references
density matching
0 references
calibration
0 references
0 references
0 references
0 references
0 references
0 references
