OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749)
From MaRDI portal
scientific article; zbMATH DE number 7413996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL |
scientific article; zbMATH DE number 7413996 |
Statements
OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (English)
0 references
26 October 2021
0 references
fractional Brownian motion
0 references
stochastic volatility
0 references
Malliavin calculus
0 references
option pricing
0 references
0 references
0 references
0 references
