Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006): Difference between revisions
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Revision as of 09:15, 28 May 2024
scientific article; zbMATH DE number 1106693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> |
scientific article; zbMATH DE number 1106693 |
Statements
Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (English)
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21 January 1998
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risk-neutral expectation formulae
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multifactor setting
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