MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0219024913500167 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2111013917 / rank | |||
Normal rank |
Latest revision as of 10:53, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | MONOTONICITY OF PRICES IN HESTON MODEL |
scientific article |
Statements
MONOTONICITY OF PRICES IN HESTON MODEL (English)
0 references
24 July 2013
0 references
Heston model
0 references
price monotonicity
0 references
European put options
0 references
maximum principle
0 references
correlation
0 references