COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005)
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scientific article; zbMATH DE number 7303455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS |
scientific article; zbMATH DE number 7303455 |
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COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (English)
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29 January 2021
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collocating volatility
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stochastic local volatility
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Monte Carlo
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stochastic collocation
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calibration
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forward volatility
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barrier options
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