Valuation equations for stochastic volatility models (Q4902218)
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: Valuation equations for stochastic volatility models |
scientific article; zbMATH DE number 6130647
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation equations for stochastic volatility models |
scientific article; zbMATH DE number 6130647 |
Statements
Valuation Equations for Stochastic Volatility Models (English)
0 references
25 January 2013
0 references
stochastic volatility models
0 references
valuation equations
0 references
Feynman-Kac theorem
0 references
strict local martingales
0 references
necessary and sufficient conditions for uniqueness
0 references
0.8122574090957642
0 references
0.7996446490287781
0 references
0.7888467907905579
0 references
0.7806191444396973
0 references
0.7806187272071838
0 references
