Q5354450 (Q5354450): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q315619 |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / author | |||
Property / author: Song-Ping Zhu / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 19:58, 5 March 2024
scientific article; zbMATH DE number 6769081
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 6769081 |
Statements
4 September 2017
0 references
European options
0 references
minimal entropy martingale measure
0 references
proof of convergence
0 references
Heston model
0 references