Option pricing in sandwiched Volterra volatility model (Q6623043)
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scientific article; zbMATH DE number 7930599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in sandwiched Volterra volatility model |
scientific article; zbMATH DE number 7930599 |
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Option pricing in sandwiched Volterra volatility model (English)
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23 October 2024
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stochastic volatility
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sandwiched process
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Hölder continuous noise
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option pricing
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Malliavin calculus
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