Uncertain volatility and the risk-free synthesis of derivatives (Q4994401): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 19:22, 5 March 2024
scientific article; zbMATH DE number 7360809
Language | Label | Description | Also known as |
---|---|---|---|
English | Uncertain volatility and the risk-free synthesis of derivatives |
scientific article; zbMATH DE number 7360809 |
Statements
Uncertain volatility and the risk-free synthesis of derivatives (English)
0 references
18 June 2021
0 references
volatility
0 references
derivative contract
0 references
random volatility
0 references
Pucci-Bellman equation
0 references
Black-Scholes formula
0 references