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International Journal of Stochastic Analysis
Table of Contents
Special Issues
International Journal of Stochastic Analysis
/
2017
/
Article
/
Tab 10
/
Research Article
Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications
Table 10
Call option
,
,
,
,
, and
.
Measure
HW
BS with implied volatility (
34
)
Average
Standard deviation
Max
Min