Options on realized variance and convex orders (Q2866381)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Options on realized variance and convex orders |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on realized variance and convex orders |
scientific article |
Statements
Options on realized variance and convex orders (English)
0 references
13 December 2013
0 references
equity options
0 references
Lévy process
0 references
stochastic volatility
0 references
stochastic processes
0 references
