No label defined (Q5354450)

From MaRDI portal
Revision as of 00:05, 9 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 6769081
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6769081

    Statements

    author
    Song-Ping Zhu
    0 references
    Xin-Jiang He
    0 references
    publication date
    4 September 2017
    0 references
    zbMATH Keywords
    European options
    0 references
    minimal entropy martingale measure
    0 references
    proof of convergence
    0 references
    Heston model
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60G44
    0 references
    60H30
    0 references
    zbMATH DE Number
    6769081
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5354450&oldid=20057696"
    Powered by MediaWiki