ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335): Difference between revisions
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scientific article; zbMATH DE number 2195372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 2195372 |
Statements
ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (English)
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17 August 2005
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incomplete markets
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coupling
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\(q\)-optimal pricing measures
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