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Short-maturity options on realized variance in local-stochastic volatility models

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Pirjol, Dan, Wang, Xiaoyu, Zhu, Lingjiong
Formato:	Preprint
Publicado:	2024
Materias:	Pricing of Securities
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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