A Risk-Neutral Stochastic Volatility Model (Q4216116)
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scientific article; zbMATH DE number 1213267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Risk-Neutral Stochastic Volatility Model |
scientific article; zbMATH DE number 1213267 |
Statements
A Risk-Neutral Stochastic Volatility Model (English)
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28 December 1998
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risk-neutral stochastic volatility model
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no-arbitrage pricing
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