Call option prices based on Bessel processes (Q539516): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972951842 / rank | |||
Normal rank | |||
Revision as of 03:41, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call option prices based on Bessel processes |
scientific article |
Statements
Call option prices based on Bessel processes (English)
0 references
30 May 2011
0 references
Bessel processes
0 references
last passage times
0 references
strict local martingale
0 references
