FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497): Difference between revisions

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Property / author: Svetlozar T. Rachev / rank
 
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Property / arXiv ID: 1612.02112 / rank
 
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Latest revision as of 08:40, 30 July 2024

scientific article; zbMATH DE number 6824299
Language Label Description Also known as
English
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET
scientific article; zbMATH DE number 6824299

    Statements

    FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (English)
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    11 January 2018
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    riskless asset
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    Black-Scholes model
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    jump-diffusion model
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    stochastic volatility model
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    fractional Brownian motion
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