Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006)
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scientific article; zbMATH DE number 1106693
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| English | Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> |
scientific article; zbMATH DE number 1106693 |
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Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (English)
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21 January 1998
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risk-neutral expectation formulae
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multifactor setting
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0.7728381156921387
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0.7664258480072021
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