Open AccessIntegral Representation of Probability Density of Stochastic Volatility Models and Timer Options
Author(s) -
Zhenyu Cui,
Justin Kirkby,
Guanghua Lian,
Duy Nguyen
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3082349
Subject(s) - timer , stochastic volatility , volatility (finance) , econometrics , representation (politics) , sabr volatility model , actuarial science , economics , computer science , financial economics , political science , computer hardware , microcontroller , politics , law
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