Path dependent volatility (Q940996): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:55, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path dependent volatility |
scientific article |
Statements
Path dependent volatility (English)
0 references
4 September 2008
0 references
option pricing
0 references
Kolmogorov equations
0 references
volatility modeling
0 references
