Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574)
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scientific article; zbMATH DE number 7567421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility |
scientific article; zbMATH DE number 7567421 |
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Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (English)
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3 August 2022
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stochastic volatility
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closed-form expansion
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closed-form approximation
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Heston
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GARCH
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