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scientific article; zbMATH DE number 1538078
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1538078 |
Statements
5 June 2001
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Black-Scholes formula
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option pricing
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stochastic volatility
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value-at-risk
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principal components analysis
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implied volatility
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0.8422785997390747
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0.8296445608139038
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0.8110284209251404
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0.7988648414611816
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0.7983868718147278
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