Complete Models with Stochastic Volatility (Q4213031): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1265765 |
||
| Property / author | |||
| Property / author: David G. Hobson / rank | |||
Revision as of 21:46, 22 February 2024
scientific article; zbMATH DE number 1208362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete Models with Stochastic Volatility |
scientific article; zbMATH DE number 1208362 |
Statements
Complete Models with Stochastic Volatility (English)
0 references
29 November 1998
0 references
continuous-time price process
0 references
nonconstant volatility
0 references
option prices
0 references
European call option
0 references
