Stochastic equity volatility related to the leverage effect (Q4845150): Difference between revisions
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scientific article; zbMATH DE number 792641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic equity volatility related to the leverage effect |
scientific article; zbMATH DE number 792641 |
Statements
Stochastic equity volatility related to the leverage effect (English)
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18 October 1995
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corporate finance
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leverage effect
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option pricing
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equity volatility
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Black-Scholes model
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