Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006)
From MaRDI portal
!
WARNING
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 1106693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> |
scientific article; zbMATH DE number 1106693 |
Statements
Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (English)
0 references
21 January 1998
0 references
risk-neutral expectation formulae
0 references
multifactor setting
0 references
0.7728381156921387
0 references
0.7664258480072021
0 references
