HIGHLIGHTS
- What: This approach has proven effective in capturing the intricate details of volatility surfaces, offering a more accurate depiction of market realities.
- Who: Stochastic volatility. et al. from the School of Mathematical Sciences, Fudan University, Shanghai, China have published the paper: Evolution of option pricing models: From Black-Scholes to Heston and beyond, in the : Proceedings of the 2nd International Conference on Mathematical Physics and Computational Simulation
- Future: Looking ahead future research in option pricing theory is likely to focus on several key areas. At the end of the essay recent advances and . . .
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