Option pricing with quadratic volatility: a revisit (Q483708): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6381314
@@ Property / zbMATH DE Number: 6381314 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadratic volatility
@@ Property / zbMATH Keywords: quadratic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strict local martingale
@@ Property / zbMATH Keywords: strict local martingale / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+put and call option pricing
@@ Property / zbMATH Keywords: put and call option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hitting time densities
@@ Property / zbMATH Keywords: hitting time densities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Fourier series
@@ Property / zbMATH Keywords: Fourier series / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+method of images
@@ Property / zbMATH Keywords: method of images / rank @@
+Normal rank

Revision as of 19:58, 30 June 2023