Q4219085 (Q4219085): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q581029 |
Changed an Item |
||
| Property / author | |||
| Property / author: George S. Papanicolaou / rank | |||
Normal rank | |||
Revision as of 04:30, 16 February 2024
scientific article; zbMATH DE number 1223766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1223766 |
Statements
15 November 1998
0 references
stochastic volatility
0 references
asset price
0 references
asymptotic analysis of derivative prices
0 references
asymptotic formula for options pricing
0 references
volatility risk
0 references
