The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404)
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scientific article; zbMATH DE number 6347607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques |
scientific article; zbMATH DE number 6347607 |
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The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (English)
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25 September 2014
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compound options
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Heston model
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Fourier transform techniques
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characteristic functions
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