Stochastic equity volatility related to the leverage effect (Q4845150): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q278942 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Alain Bensoussan / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1598592179 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3811988 / rank | |||
Normal rank | |||
Latest revision as of 17:06, 23 May 2024
scientific article; zbMATH DE number 792641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic equity volatility related to the leverage effect |
scientific article; zbMATH DE number 792641 |
Statements
Stochastic equity volatility related to the leverage effect (English)
0 references
18 October 1995
0 references
corporate finance
0 references
leverage effect
0 references
option pricing
0 references
equity volatility
0 references
Black-Scholes model
0 references
