Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520): Difference between revisions
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Revision as of 06:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? |
scientific article |
Statements
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (English)
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27 July 2014
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incomplete markets
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stochastic volatility model
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CIR process
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Ornstein-Uhlenbeck process
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good-deal bounds
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