Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915): Difference between revisions
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Latest revision as of 10:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis |
scientific article |
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Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (English)
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6 August 2004
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option pricing
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stochastic volatility
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incomplete market model
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risk premium
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martingale
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estimation
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Nikkei 225 options
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