Open AccessStability of stochastic pricing models under volatility fluctuations
Author(s) -
Krassimir Zhivkov Nikolov
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.2334
Subject(s) - stochastic volatility , volatility (finance) , econometrics , black–scholes model , valuation of options , implied volatility , large deviations theory , financial market , economics , mathematics , finance , statistics