PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT |
scientific article |
Statements
PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (English)
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27 May 2010
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drawdown
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stochastic voaltility
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singular perturbation
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