Compound options with time-dependent parameters (Q5490684)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5060234
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Compound options with time-dependent parameters |
scientific article; zbMATH DE number 5060234 |
Statements
4 October 2006
0 references
stochastic differential equation
0 references
martingale method
0 references
Girsanov theorem
0 references
0.8004239201545715
0 references
0.7832804322242737
0 references
0.7815997004508972
0 references
0.7618364691734314
0 references
0.7595741152763367
0 references
