Numerical option pricing in the presence of bubbles (Q5300438): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/14697688.2010.495078 / rank | |||
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| Property / cites work: Local martingales, bubbles and option prices / rank | |||
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| Property / cites work: Bubbles, convexity and the Black-Scholes equation / rank | |||
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| Property / cites work: Complications with stochastic volatility models / rank | |||
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Latest revision as of 13:46, 6 July 2024
scientific article; zbMATH DE number 6181850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical option pricing in the presence of bubbles |
scientific article; zbMATH DE number 6181850 |
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Numerical option pricing in the presence of bubbles (English)
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27 June 2013
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