Pricing turbo warrants under stochastic elasticity of variance (Q508292): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6683382 / rank | |||
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| Property / zbMATH Keywords | |||
turbo warrant option | |||
| Property / zbMATH Keywords: turbo warrant option / rank | |||
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stochastic elasticity of variance | |||
| Property / zbMATH Keywords: stochastic elasticity of variance / rank | |||
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Ornstein-Uhlenbeck process | |||
| Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank | |||
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multi-scale analysis | |||
| Property / zbMATH Keywords: multi-scale analysis / rank | |||
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Revision as of 02:09, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing turbo warrants under stochastic elasticity of variance |
scientific article |
Statements
Pricing turbo warrants under stochastic elasticity of variance (English)
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10 February 2017
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turbo warrant option
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stochastic elasticity of variance
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Ornstein-Uhlenbeck process
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multi-scale analysis
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