On the complete model with stochastic volatility by Hobson and Rogers (Q3024615)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complete model with stochastic volatility by Hobson and Rogers |
scientific article |
Statements
On the complete model with stochastic volatility by Hobson and Rogers (English)
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1 July 2005
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Black-Scholes model
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stochastic volatility
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path-dependent contingent claim
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Kolmogorov equation
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hypoelliptic equation
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