Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1040342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option Pricing Under Incompleteness and Stochastic Volatility |
scientific article; zbMATH DE number 1040342 |
Statements
Option Pricing Under Incompleteness and Stochastic Volatility (English)
0 references
31 August 1997
0 references
option pricing
0 references
stochastic volatility
0 references
incomplete markets
0 references
equivalent martingale measures
0 references
stochastic numerical methods
0 references
0 references
0 references
0 references
0 references
0.9506049
0 references
0.9390252
0 references
0.93625224
0 references
0.9312183
0 references
0.92955685
0 references
