{"title":"随机波动率条件下期权定价的混合解的闭式近似》勘误表","authors":"Kaustav Das, Nicolas Langrené","doi":"10.1080/17442508.2024.2329129","DOIUrl":null,"url":null,"abstract":"The purpose of this Erratum is to remedy a minor mistake in Theorems 5.4 and Corollary 5.3 in the article ‘Closed-form approximations for option pricing under stochastic volatility’ [K. Das and N. ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’\",\"authors\":\"Kaustav Das, Nicolas Langrené\",\"doi\":\"10.1080/17442508.2024.2329129\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this Erratum is to remedy a minor mistake in Theorems 5.4 and Corollary 5.3 in the article ‘Closed-form approximations for option pricing under stochastic volatility’ [K. Das and N. ...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"11 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-04-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2329129\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2329129","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
本勘误的目的是纠正 "随机波动率下期权定价的闭式近似 "一文中定理 5.4 和推论 5.3 的一个小错误 [K. Das 和 N. ...Das 和 N. ...
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’
The purpose of this Erratum is to remedy a minor mistake in Theorems 5.4 and Corollary 5.3 in the article ‘Closed-form approximations for option pricing under stochastic volatility’ [K. Das and N. ...
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