European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
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Publication:5038294
DOI10.1007/978-3-030-22285-7_5zbMath1498.91432arXiv1807.03882OpenAlexW2971517375MaRDI QIDQ5038294
Martin Tegnér, Samuel N. Cohen
Publication date: 30 September 2022
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.03882
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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