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Perturbation Expansion for Option Pricing with Stochastic Volatility - MaRDI portal

Perturbation Expansion for Option Pricing with Stochastic Volatility (Q6206559)

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scientific article; zbMATH DE number 900062007
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English
Perturbation Expansion for Option Pricing with Stochastic Volatility
scientific article; zbMATH DE number 900062007

    Statements

    publication date
    22 August 2007
    0 references
    arXiv classification
    q-fin.PR
    0 references
    cond-mat.stat-mech
    0 references
    math-ph
    0 references
    math.MP
    0 references
    physics.data-an
    0 references
    physics.soc-ph
    0 references
    author
    Petr Jizba
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    Hagen Kleinert
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    Patrick Haener
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    Identifiers

    arXiv ID
    0708.3012
    0 references
     
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