Influence of stochastic volatility for option pricing
The article analyzes three models of stochastic volatility. Investigation of influence of stochastic volatility for pricing options traded in the Vilnius bank is done.
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
Vilnius University Press
2004-12-01
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| Σειρά: | Lietuvos Matematikos Rinkinys |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.journals.vu.lt/LMR/article/view/32204 |