INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 16:32, 5 March 2024
scientific article; zbMATH DE number 6824300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS |
scientific article; zbMATH DE number 6824300 |
Statements
INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (English)
0 references
11 January 2018
0 references
stochastic volatility
0 references
exact probability densities
0 references
implied volatility
0 references
timer option
0 references
