Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis |
scientific article |
Statements
Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (English)
0 references
6 August 2004
0 references
option pricing
0 references
stochastic volatility
0 references
incomplete market model
0 references
risk premium
0 references
martingale
0 references
estimation
0 references
Nikkei 225 options
0 references
