Vulnerable options pricing under uncertain volatility model (Q2068116): Difference between revisions
From MaRDI portal
Latest revision as of 17:53, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Vulnerable options pricing under uncertain volatility model |
scientific article |
Statements
Vulnerable options pricing under uncertain volatility model (English)
0 references
19 January 2022
0 references
uncertain volatility model
0 references
vulnerable option
0 references
nonlinear Black-Scholes-Barenblatt partial differential equation
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references