Empirical performance of stochastic volatility option pricing models
Year of publication: |
2021
|
---|---|
Authors: | Stilger, Przemyslaw S. ; Ngoc Quynh Anh Nguyen ; Tri Minh Nguyen |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 1, p. 1-22
|
Subject: | calibration | Option pricing | stochastic volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
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