American option pricing under stochastic volatility: an empirical evaluation (Q970137)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: American option pricing under stochastic volatility: an empirical evaluation |
scientific article; zbMATH DE number 5706022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under stochastic volatility: an empirical evaluation |
scientific article; zbMATH DE number 5706022 |
Statements
American option pricing under stochastic volatility: an empirical evaluation (English)
0 references
10 May 2010
0 references
stochastic volatility
0 references
indirect inference
0 references
model calibration
0 references
American option pricing
0 references
S\&P 100 index
0 references
approximate dynamic programming
0 references
0 references
0 references
0 references
0.9514853
0 references
0.9496556
0 references
0.94160527
0 references
0.93972504
0 references
0.9329119
0 references
0.92388004
0 references
