Uncertain volatility and the risk-free synthesis of derivatives (Q4994401)
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scientific article; zbMATH DE number 7360809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain volatility and the risk-free synthesis of derivatives |
scientific article; zbMATH DE number 7360809 |
Statements
Uncertain volatility and the risk-free synthesis of derivatives (English)
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18 June 2021
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volatility
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derivative contract
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random volatility
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Pucci-Bellman equation
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Black-Scholes formula
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