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Search: subject:"Stein–Stein model"
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Option pricing theory
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rough Stein-Stein model
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Bayer, Christian
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International journal of theoretical and applied finance : IJTAF
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Weak error rates for option pricing under linear rough volatility
Bayer, Christian
;
Hall, Eric Joseph
;
Tempone, Raúl
- In:
International journal of theoretical and applied …
25
(
2022
)
7/8
,
pp. 1-47
Persistent link: https://www.econbiz.de/10014235124
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2
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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3
The large-maturity smile for the
Stein–Stein
model
Forde, Martin
- In:
Statistics & Probability Letters
91
(
2014
)
C
,
pp. 145-152
Schöbel and Zhu (1999). The
Stein–Stein
model
is not covered by the results in Forde and Kumar (submitted for publication) and …
Persistent link: https://www.econbiz.de/10011040071
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