Mathematical analysis of financial model on market price with stochastic volatility
Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Mondal, Mitun Kumar ; Alim, Md. Abdul ; Rahman, Md. Faizur ; Biswas, Md. Haider Ali |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 2, p. 351-365
|
| Subject: | Stochastic Volatility | Black Scholes Biases | Heston Model | Black-Scholes Equation | Calibration | Characteristic Functions | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.72019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673935