Uncertain volatility and the risk-free synthesis of derivatives (Q4994401)
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: Uncertain volatility and the risk-free synthesis of derivatives |
scientific article; zbMATH DE number 7360809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uncertain volatility and the risk-free synthesis of derivatives |
scientific article; zbMATH DE number 7360809 |
Statements
Uncertain volatility and the risk-free synthesis of derivatives (English)
0 references
18 June 2021
0 references
volatility
0 references
derivative contract
0 references
random volatility
0 references
Pucci-Bellman equation
0 references
Black-Scholes formula
0 references
0.9051685
0 references
0.90472364
0 references
0.9025518
0 references
0.89012223
0 references
0.8807974
0 references
0.87931937
0 references
0.8779696
0 references
0.87764597
0 references
0.87711763
0 references
