CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855): Difference between revisions

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Latest revision as of 21:46, 24 June 2024

scientific article; zbMATH DE number 5064497
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English
CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING
scientific article; zbMATH DE number 5064497

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    CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (English)
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    16 October 2006
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    currency derivatives
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    stochastic volatility
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    random scaling
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    minimal market model
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