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.
| Үндсэн зохиолчид: | , |
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| Формат: | Өгүүллэг |
| Хэл сонгох: | English |
| Хэвлэсэн: |
Vilnius University Press
2004-12-01
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| Цуврал: | Lietuvos Matematikos Rinkinys |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.journals.vu.lt/LMR/article/view/32204 |