Path dependent volatility (Q940996): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2134782785 / rank | |||
Normal rank | |||
Revision as of 23:26, 19 March 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
