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