A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196)
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scientific article; zbMATH DE number 6696570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A delayed stochastic volatility correction to the constant elasticity of variance model |
scientific article; zbMATH DE number 6696570 |
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A delayed stochastic volatility correction to the constant elasticity of variance model (English)
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23 March 2017
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constant elasticity of variance model
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stochastic volatility
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martingale
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option pricing
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