CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855)
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scientific article; zbMATH DE number 5064497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING |
scientific article; zbMATH DE number 5064497 |
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CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (English)
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16 October 2006
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currency derivatives
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stochastic volatility
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random scaling
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minimal market model
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