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Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Das, Kaustav, Langrené, Nicolas
Format:	Preprint
Publié:	2018
Sujets:	Mathematical Finance 91G60, 41A58, 65C20 G.3; G.1.2; J.4
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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