Pricing Options with Vanishing Stochastic Volatility
In the past years, there has been an extensive investigation of the class of stochastic volatility models for the evaluation of options and complex derivatives. These models have proven to be extremely useful in generalizing the classic Black–Scholes economy and accounting for discrepancies between...
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| Materialtyp: | Artikel |
| Språk: | English |
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MDPI AG
2022-09-01
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| Serie: | Risks |
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| Länkar: | https://www.mdpi.com/2227-9091/10/9/175 |