Pricing turbo warrants under stochastic elasticity of variance (Q508292)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing turbo warrants under stochastic elasticity of variance |
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)
0 references
10 February 2017
0 references
turbo warrant option
0 references
stochastic elasticity of variance
0 references
Ornstein-Uhlenbeck process
0 references
multi-scale analysis
0 references
