STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670): Difference between revisions

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Latest revision as of 10:10, 10 June 2024

scientific article; zbMATH DE number 2166387
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English
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
scientific article; zbMATH DE number 2166387

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    STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (English)
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    9 May 2005
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    \(q\)-optimal measure
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