THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880)
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scientific article; zbMATH DE number 2216256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 2216256 |
Statements
THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (English)
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19 October 2005
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exotic options
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model risk
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Monte Carlo simulations
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Lévy processes
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stochastic volatility
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