Options on Realized Variance in Log-OU Models (Q5363229)
From MaRDI portal
scientific article; zbMATH DE number 6786572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on Realized Variance in Log-OU Models |
scientific article; zbMATH DE number 6786572 |
Statements
Options on Realized Variance in Log-OU Models (English)
0 references
5 October 2017
0 references
options on realized variance
0 references
Asian options
0 references
stochastic volatility
0 references
