Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model |
scientific article |
Statements
Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (English)
0 references
14 December 2006
0 references
