PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242): Difference between revisions
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Revision as of 20:34, 19 April 2024
scientific article; zbMATH DE number 6156060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 6156060 |
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PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (English)
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22 April 2013
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volatility derivatives
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stochastic volatility models
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partial differential equations
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parabolic equations
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target volatility option
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