Bounds on European Option Prices under Stochastic Volatility (Q2757296)

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Bounds on European Option Prices under Stochastic Volatility
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    Statements

    title
    Bounds on European Option Prices under Stochastic Volatility (English)
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    author
    Rüdiger Frey
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    Carlos A. Sin
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    publication date
    26 November 2001
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    zbMATH Keywords
    stochastic volatility
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    option pricing
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    incomplete markets
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    superreplication
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    Identifiers

    zbMATH DE Number
    1676812
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    OpenAlex ID
    W2054406256
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