Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time (Q4363702)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time |
scientific article; zbMATH DE number 1085219
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time |
scientific article; zbMATH DE number 1085219 |
Statements
Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time (English)
0 references
25 January 1998
0 references
random maturity
0 references
stochastic time change
0 references
stochastic volatility
0 references
option pricing
0 references
calendar-time
0 references
martingale valuation
0 references
information-time economy
0 references
0.7766664028167725
0 references
0.764909565448761
0 references
0.7628055810928345
0 references
0.7627704739570618
0 references
Q3520396 (Deleted Item)
0.7622283697128296
0 references
