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Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures

Jaehyuk Choi & Byoung Ki Seo

Journal of Computational Finance2024https://doi.org/10.21314/jcf.2024.007article
AJG 1ABDC C
Weight
0.30

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https://doi.org/https://doi.org/10.21314/jcf.2024.007

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@article{jaehyuk2024,
  title        = {{Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures}},
  author       = {Jaehyuk Choi & Byoung Ki Seo},
  journal      = {Journal of Computational Finance},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.21314/jcf.2024.007},
}

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Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures

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Evidence weight

0.30

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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