Home » DIFFUSION MODELS OF OPTION PRICING: REVIEW OF SOME LOCAL VOLATILITY MODELS (LVM) AND STOCHASTIC VOLATILITY MODELS (SVM) WITH COMPUTATIONAL EXAMPLES

DIFFUSION MODELS OF OPTION PRICING: REVIEW OF SOME LOCAL VOLATILITY MODELS (LVM) AND STOCHASTIC VOLATILITY MODELS (SVM) WITH COMPUTATIONAL EXAMPLES

Автор(и) (Име и Презиме):

Dusko Joseski, Tatjana Boskov

Наслов на статија:
DIFFUSION MODELS OF OPTION PRICING: REVIEW OF SOME LOCAL VOLATILITY MODELS (LVM) AND STOCHASTIC VOLATILITY MODELS (SVM) WITH COMPUTATIONAL EXAMPLES

DOI:
https://www.doi.org/10.55302/ED23253182j

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