Volatility time and properties of option prices (Q1425480)

From MaRDI portal
Revision as of 02:45, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Volatility time and properties of option prices
scientific article

    Statements

    title
    Volatility time and properties of option prices (English)
    0 references
    author
    Svante Janson
    0 references
    Johan Tysk
    0 references
    publication date
    21 March 2004
    0 references
    zbMATH Keywords
    convexity
    0 references
    Brownian motions
    0 references
    stochastic differential equations
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    60H30
    0 references
    35K15
    0 references
    zbMATH DE Number
    2061205
    0 references
    OpenAlex ID
    W1977262664
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1425480&oldid=33063040"
    Powered by MediaWiki