A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337)
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scientific article; zbMATH DE number 7344623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean |
scientific article; zbMATH DE number 7344623 |
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A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (English)
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5 May 2021
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stochastic volatility
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stochastic long-term mean
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closed-form
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European options
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risk management
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empirical studies
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