Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351): Difference between revisions
From MaRDI portal
Revision as of 09:36, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk premium and fair option prices under stochastic volatility: the HARA solution. |
scientific article |
Statements
Risk premium and fair option prices under stochastic volatility: the HARA solution. (English)
0 references
28 April 2005
0 references
0 references