Bounds on European Option Prices under Stochastic Volatility (Q2757296): Difference between revisions
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Latest revision as of 21:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on European Option Prices under Stochastic Volatility |
scientific article |
Statements
Bounds on European Option Prices under Stochastic Volatility (English)
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26 November 2001
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stochastic volatility
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option pricing
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incomplete markets
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superreplication
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