1. Home
  2. Issues
  3. Volume 2, Issue 4 (2015)
  4. Option pricing in the model with stochas ...

Modern Stochastics: Theory and Applications


Cited by 2
Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation

2024 IEEE International Symposium on Dynamic Spectrum Access Networks (DySPAN)
Aron Schott, Enrico Tosi, Federico Chiariotti, Ljiljana Simić
https://doi.org/10.1109/DySPAN60163.2024.10632843
Conference  (2024), p. 383
PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
B. P. N. Simanjuntak, B. D. Handari, G. F. Hartono
https://doi.org/10.1063/1.5132454
Conference  Volume 2168 (2019), p. 020027


Share


RSS