Complications with stochastic volatility models (Q4391417): Difference between revisions
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Latest revision as of 23:10, 19 March 2024
scientific article; zbMATH DE number 1158345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complications with stochastic volatility models |
scientific article; zbMATH DE number 1158345 |
Statements
Complications with stochastic volatility models (English)
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2 August 1998
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option pricing
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stock price models
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stochastic volatility
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martingale measures
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finance
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