scientific article; zbMATH DE number 7338510
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Publication:4983946
DOI10.13338/J.ISSN.1006-8341.2020.03.014zbMath1474.91215MaRDI QIDQ4983946
Yijia Jia, Hong Xue, Jingmin Wu
Publication date: 26 April 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parameter estimationstochastic volatilityoption pricingMonte Carlo simulationsub-fractional Brownian motion
Numerical methods (including Monte Carlo methods) (91G60) Fractional processes, including fractional Brownian motion (60G22) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)
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