FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q665814 |
Changed an Item |
||
Property / author | |||
Property / author: Svetlozar T. Rachev / rank | |||
Normal rank |
Revision as of 12:36, 20 February 2024
scientific article; zbMATH DE number 6824299
Language | Label | Description | Also known as |
---|---|---|---|
English | FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET |
scientific article; zbMATH DE number 6824299 |
Statements
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (English)
0 references
11 January 2018
0 references
riskless asset
0 references
Black-Scholes model
0 references
jump-diffusion model
0 references
stochastic volatility model
0 references
fractional Brownian motion
0 references