Asymptotic Approximations to Deterministic and Stochastic Volatility Models (Q5388690)
From MaRDI portal
scientific article; zbMATH DE number 6025787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Approximations to Deterministic and Stochastic Volatility Models |
scientific article; zbMATH DE number 6025787 |
Statements
Asymptotic Approximations to Deterministic and Stochastic Volatility Models (English)
0 references
19 April 2012
0 references
asymptotic approximations
0 references
perturbation methods
0 references
deterministic volatility
0 references
stochastic volatility
0 references
CEV model
0 references
SABR model
0 references
