Volatility time and properties of option prices (Q1425480): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aoap/1060202830 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1977262664 / rank | |||
Normal rank | |||
Revision as of 02:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility time and properties of option prices |
scientific article |
Statements
Volatility time and properties of option prices (English)
0 references
21 March 2004
0 references
convexity
0 references
Brownian motions
0 references
stochastic differential equations
0 references
