APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL (Q5066302)
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scientific article; zbMATH DE number 7499771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL |
scientific article; zbMATH DE number 7499771 |
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APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL (English)
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29 March 2022
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approximate option pricing
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stochastic volatility models
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Barndorff-Nielsen and Shephard models
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Black-Scholes formula
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