Analytical formula for pricing European options with stochastic volatility under the GARCH-PDE approximation
Qi Wang, Qian Zhang, Zerong Wang and Yuanyuan Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Qi ; Zhang, Qian ; Wang, Zerong ; Zhang, Yuanyuan |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | CAPM | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2024.1.203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015200172