MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333)

From MaRDI portal
Revision as of 10:53, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
MONOTONICITY OF PRICES IN HESTON MODEL
scientific article

    Statements

    title
    MONOTONICITY OF PRICES IN HESTON MODEL (English)
    0 references
    publication date
    24 July 2013
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    91G80
    0 references
    34F05
    0 references
    60H10
    0 references
    zbMATH DE Number
    6191020
    0 references
    zbMATH Keywords
    Heston model
    0 references
    price monotonicity
    0 references
    European put options
    0 references
    maximum principle
    0 references
    correlation
    0 references
    OpenAlex ID
    W2111013917
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2841333&oldid=37169246"
    Powered by MediaWiki