Option pricing with stochastic volatility models. (Q5944941)

From MaRDI portal
Revision as of 01:48, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 1655696
Language Label Description Also known as
English
Option pricing with stochastic volatility models.
scientific article; zbMATH DE number 1655696

    Statements

    title
    Option pricing with stochastic volatility models. (English)
    0 references
    author
    Stefano Herzel
    0 references
    publication date
    27 May 2002
    0 references

    Identifiers

    DOI
    10.1007/s102030070001
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    91B24
    0 references
    91A30
    0 references
    zbMATH DE Number
    1655696
    0 references
    OpenAlex ID
    W2045296206
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5944941&oldid=32661513"
    Powered by MediaWiki