Approximation for Option Prices under Uncertain Volatility (Q2940763): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation for Option Prices under Uncertain Volatility |
scientific article |
Statements
Approximation for Option Prices under Uncertain Volatility (English)
0 references
20 January 2015
0 references
uncertain volatility model
0 references
nonlinear Black-Scholes-Barenblatt PDE
0 references
approximation
0 references
