On the complete model with stochastic volatility by Hobson and Rogers (Q3024615): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:36, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complete model with stochastic volatility by Hobson and Rogers |
scientific article |
Statements
On the complete model with stochastic volatility by Hobson and Rogers (English)
0 references
1 July 2005
0 references
Black-Scholes model
0 references
stochastic volatility
0 references
path-dependent contingent claim
0 references
Kolmogorov equation
0 references
hypoelliptic equation
0 references
