Terra Cognita

Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2008

Josep Perello, Ronnie Sircar, Jaume Masoliver

arXiv preprint (q-fin.PR, physics.comp-ph, physics.soc-ph).

Source ↗

ABSTRACT · 0.0 MB · sha256 b839f68b5f7f…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.