Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent |
scientific article |
Statements
Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (English)
0 references
25 January 2017
0 references
