Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360)

From MaRDI portal
Revision as of 21:33, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
scientific article

    Statements

    Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (English)
    0 references
    0 references
    7 June 2011
    0 references
    foreign exchange
    0 references
    inflation
    0 references
    equity
    0 references
    stochastic volatility
    0 references
    stochastic interest rates
    0 references
    hybrids
    0 references

    Identifiers