Correlations and bounds for stochastic volatility models (Q877000)

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Correlations and bounds for stochastic volatility models
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    title
    Correlations and bounds for stochastic volatility models (English)
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    author
    Pierre-Louis Lions
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    Marek Musiela
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    publication date
    19 April 2007
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    Mathematics Subject Classification ID
    62P05
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    91B70
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    60H10
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    91Gxx
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    zbMATH DE Number
    5144935
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    zbMATH Keywords
    log-normal like models
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    OpenAlex ID
    W2011569301
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