Insert risk free interest rate r(-1 < r < 1)
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Insert correlation coefficient r (-1 < r < 1)
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Insert vol of vol e
(years-1/2) (0 ≤ e ≤ 1)
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Insert long term mean q
(years-1/2) (q≥ 0)
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Insert speed of mean reversion c
(years-1/2) (c≥ 0)
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Insert initial stochastic volatility (years-1/2) (0 < ≤1)
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Insert initial value of the log-price variable (0 < ≤ 1)
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Insert time t' (years) (0 < t' < 2.0)
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Insert moment order m (0 < m ≤ 2)
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Insert Monte Carlo sample size N (0 < N ≤ 100000)
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Theoretical m-th order moment of the log-price xt' (explicit formula)
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Numerical m-th order moment of the log-price xt' (Monte Carlo method)
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