Application of power series approximation techniques to valuation of European style options (Q5014193)
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scientific article; zbMATH DE number 7436789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of power series approximation techniques to valuation of European style options |
scientific article; zbMATH DE number 7436789 |
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Application of power series approximation techniques to valuation of European style options (English)
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1 December 2021
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Fourier transforms
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stochastic volatility
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stochastic interest rate
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power series representation
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European option
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variable annuities
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