Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929): Difference between revisions
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Revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 1040342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing Under Incompleteness and Stochastic Volatility |
scientific article; zbMATH DE number 1040342 |
Statements
Option Pricing Under Incompleteness and Stochastic Volatility (English)
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31 August 1997
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option pricing
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stochastic volatility
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incomplete markets
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equivalent martingale measures
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stochastic numerical methods
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