ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00210.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3121219482 / rank | |||
Normal rank |
Revision as of 02:25, 20 March 2024
scientific article; zbMATH DE number 2195372
Language | Label | Description | Also known as |
---|---|---|---|
English | ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 2195372 |
Statements
ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (English)
0 references
17 August 2005
0 references
incomplete markets
0 references
coupling
0 references
\(q\)-optimal pricing measures
0 references