Stochastic elasticity of variance with stochastic interest rates (Q892883): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic elasticity of variance with stochastic interest rates |
scientific article |
Statements
Stochastic elasticity of variance with stochastic interest rates (English)
0 references
12 November 2015
0 references
averaging principle
0 references
stochastic elasticity of variance
0 references
stochastic interest rate
0 references
implied volatility
0 references
