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CEV Model with Stochastic Volatility
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CEV Model with Stochastic Volatility
IVAN BURTNYAK et al · Vasyl Stefanyk Carpathian National University · 2019 · ISSN 2311-0155
This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochas...
LCC TENDOkVkdWNhdGlvbg~~; TENDOkVjb25vbWljcyBhcyBhIHNjaWVuY2U~Idioma English
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