Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098)
From MaRDI portal
scientific article; zbMATH DE number 5221741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvable local and stochastic volatility models: supersymmetric methods in option pricing |
scientific article; zbMATH DE number 5221741 |
Statements
Solvable local and stochastic volatility models: supersymmetric methods in option pricing (English)
0 references
19 December 2007
0 references
solvable diffusion process
0 references
supersymmetry
0 references
differential geometry
0 references
