No label defined (Q3534746)

From MaRDI portal
Revision as of 00:27, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    author
    Mark H. A. Davis
    0 references
    Jan Obłój
    0 references
    publication date
    4 November 2008
    0 references
    zbMATH Keywords
    market completeness
    0 references
    traded options
    0 references
    martingale model
    0 references
    stochastic volatility
    0 references
    variance swap
    0 references
    real analytic functions
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    91B70
    0 references
    60J60
    0 references
    zbMATH DE Number
    5361724
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3534746&oldid=16908335"
    Powered by MediaWiki