Conic quantization: stochastic volatility and market implied liquidity (Q4991041)
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scientific article; zbMATH DE number 7353650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conic quantization: stochastic volatility and market implied liquidity |
scientific article; zbMATH DE number 7353650 |
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Conic quantization: stochastic volatility and market implied liquidity (English)
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2 June 2021
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market implied liquidity
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pricing of European options under stochastic volatility
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conic finance theory of two prices
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