Uncertain volatility and the risk-free synthesis of derivatives (Q4994401): Difference between revisions

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Latest revision as of 00:19, 26 July 2024

scientific article; zbMATH DE number 7360809
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English
Uncertain volatility and the risk-free synthesis of derivatives
scientific article; zbMATH DE number 7360809

    Statements

    Uncertain volatility and the risk-free synthesis of derivatives (English)
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    18 June 2021
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    volatility
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    derivative contract
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    random volatility
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    Pucci-Bellman equation
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    Black-Scholes formula
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    Identifiers