A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:55, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process |
scientific article |
Statements
A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (English)
0 references
14 January 2005
0 references