Why Are Quadratic Normal Volatility Models Analytically Tractable? (Q2873123)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why Are Quadratic Normal Volatility Models Analytically Tractable? |
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Why Are Quadratic Normal Volatility Models Analytically Tractable? (English)
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23 January 2014
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local volatility
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pricing
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foreign exchange
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Riccati equation
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change of numéraire
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local martingale
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semistatic hedging
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hyperinflation
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