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Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.

Nicolas PrivaultQihao She
Published in: Appl. Math. Lett. (2016)
Keyphrases
  • probabilistic model
  • stock price
  • objective function
  • probability distribution
  • theoretical framework
  • stochastic process
  • prior knowledge
  • domain knowledge
  • state space
  • sensitivity analysis
  • random fields
  • option pricing