The pricing of derivatives on assets with quadratic volatility (Q4551199)
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scientific article; zbMATH DE number 1796824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of derivatives on assets with quadratic volatility |
scientific article; zbMATH DE number 1796824 |
Statements
The pricing of derivatives on assets with quadratic volatility (English)
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5 September 2002
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strong solutions
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stochastic differential equation
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option pricing
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quadratic volatility
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implied volatility
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smiles
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frowns
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