Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Year of publication: |
2023
|
---|---|
Authors: | Ding, Kailin ; Cui, Zhenyu ; Liu, Yanchu |
Subject: | characteristic functions | derivatives pricing | Itô-Taylor expansion | stochastic volatility | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
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