A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Created claim: Wikidata QID (P12): Q57253923, #quickstatements; #temporary_batch_1712201099914
 
Property / Wikidata QID
 
Property / Wikidata QID: Q57253923 / rank
 
Normal rank

Latest revision as of 20:59, 4 April 2024

scientific article; zbMATH DE number 6857130
Language Label Description Also known as
English
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
scientific article; zbMATH DE number 6857130

    Statements

    A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (English)
    0 references
    0 references
    6 April 2018
    0 references
    0 references
    0 references
    0 references
    0 references