Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098): Difference between revisions
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Revision as of 22:03, 5 March 2024
scientific article; zbMATH DE number 5221741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvable local and stochastic volatility models: supersymmetric methods in option pricing |
scientific article; zbMATH DE number 5221741 |
Statements
Solvable local and stochastic volatility models: supersymmetric methods in option pricing (English)
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19 December 2007
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solvable diffusion process
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supersymmetry
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differential geometry
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