STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670): 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 16:51, 5 March 2024
scientific article; zbMATH DE number 2166387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE |
scientific article; zbMATH DE number 2166387 |
Statements
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (English)
0 references
9 May 2005
0 references
\(q\)-optimal measure
0 references
