Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (Q4216100): Difference between revisions
From MaRDI portal
Revision as of 16:57, 28 May 2024
scientific article; zbMATH DE number 1213256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility |
scientific article; zbMATH DE number 1213256 |
Statements
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (English)
0 references
22 November 1998
0 references
arbitrage pricing
0 references
equity index claims
0 references
stochastic volatility
0 references
Black-Scholes
0 references
0 references
