Uncertain volatility and the risk-free synthesis of derivatives (Q4994401): Difference between revisions
From MaRDI portal
Latest revision as of 00:19, 26 July 2024
scientific article; zbMATH DE number 7360809
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
18 June 2021
0 references
volatility
0 references
derivative contract
0 references
random volatility
0 references
Pucci-Bellman equation
0 references
Black-Scholes formula
0 references