UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (Q3523582): Difference between revisions
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Revision as of 12:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS |
scientific article |
Statements
UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (English)
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3 September 2008
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uncertain volatility
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nonlinear partial differential equation
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gamma diversification
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volatility spreads
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