A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic volatility models and the<i>q</i>-optimal martingale measure |
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A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (English)
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24 January 2014
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option pricing
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stochastic volatility
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martingales
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continuous-time models
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correlation
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derivative pricing models
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