Stochastic elasticity of variance with stochastic interest rates (Q892883)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic elasticity of variance with stochastic interest rates |
scientific article |
Statements
Stochastic elasticity of variance with stochastic interest rates (English)
0 references
12 November 2015
0 references
averaging principle
0 references
stochastic elasticity of variance
0 references
stochastic interest rate
0 references
implied volatility
0 references
0 references
0 references
0 references
