Q3195636 (Q3195636): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Benjamin M. Hambly / rank | |||
| Property / author | |||
| Property / author: Benjamin M. Hambly / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 10:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
20 October 2015
0 references
index models
0 references
stochastic volatility models
0 references
large portfolio limit
0 references
diffusion approximation
0 references
volatility derivatives
0 references
