OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS (Q4522659): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Lie Algebraic Solution of Linear Differential Equations / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024900000668 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979286527 / rank | |||
Normal rank | |||
Latest revision as of 09:41, 30 July 2024
scientific article; zbMATH DE number 1548408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS |
scientific article; zbMATH DE number 1548408 |
Statements
OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS (English)
0 references
2 January 2001
0 references
option risk
0 references
pricing equity options
0 references
constant elasticity of variance
0 references
time-dependent volatility
0 references
partial differential equation
0 references
Lie algebra
0 references
