Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
Samuel N. Cohen, Martin Tegnér
*
*
Corresponding author for this work
Department of Mathematical Sciences
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Parameter Uncertainty
100%
Stochastic Volatility Model
98%
European Options
98%
Option Pricing
87%
Market
37%
Heston Model
27%
Backward Stochastic Differential Equation
22%
Empirical Study
21%
Pricing
20%
Model
18%
Maximise
17%
Control Problem
15%
Minimise
14%
Cover
13%
Numerical Solution
13%