On modifications of the Bachelier model (Q2045094)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On modifications of the Bachelier model |
scientific article |
Statements
On modifications of the Bachelier model (English)
0 references
11 August 2021
0 references
Bachelier model
0 references
SDEs with reflection
0 references
SDEs with absorption
0 references
conditional value-at-risk based hedging
0 references
0 references
