TARGET VOLATILITY OPTION PRICING (Q5389102)

From MaRDI portal
Revision as of 20:03, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 6027856
Language Label Description Also known as
English
TARGET VOLATILITY OPTION PRICING
scientific article; zbMATH DE number 6027856

    Statements

    title
    TARGET VOLATILITY OPTION PRICING (English)
    0 references
    author
    Giuseppe Di-Graziano
    0 references
    Lorenzo Torricelli
    0 references
    publication date
    24 April 2012
    0 references
    zbMATH Keywords
    volatility derivatives
    0 references
    target volatility
    0 references
    robust hedging
    0 references
    quadratic variation
    0 references
    Taylor expansion
    0 references
    black and Scholes
    0 references

    Identifiers

    zbMATH DE Number
    6027856
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5389102&oldid=29414693"
    Powered by MediaWiki