Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (Q5250042)
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scientific article; zbMATH DE number 6435985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models |
scientific article; zbMATH DE number 6435985 |
Statements
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (English)
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15 May 2015
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mixed stochastic stock price models
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Mellin convolution
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Heston model with double exponential jumps
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implied volatility
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