Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (Q4216100)
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scientific article; zbMATH DE number 1213256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility |
scientific article; zbMATH DE number 1213256 |
Statements
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (English)
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22 November 1998
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arbitrage pricing
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equity index claims
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stochastic volatility
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Black-Scholes
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