Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure (Q6129211)
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scientific article; zbMATH DE number 7833307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure |
scientific article; zbMATH DE number 7833307 |
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Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure (English)
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16 April 2024
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Barndorff-Nielsen and Shephard model
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stochastic volatility model
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minimal martingale measure
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Monte Carlo simulation
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