A General Formula for Option Prices in a Stochastic Volatility Model (Q5363204)
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scientific article; zbMATH DE number 6786537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Formula for Option Prices in a Stochastic Volatility Model |
scientific article; zbMATH DE number 6786537 |
Statements
A General Formula for Option Prices in a Stochastic Volatility Model (English)
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5 October 2017
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Laplace transform
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Black-Scholes formula
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Parseval's theorem
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Markov regime switching
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marked point process
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