Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358)
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 of European Options Under an Uncertain Market Price of Volatility Risk |
scientific article; zbMATH DE number 7657806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of European Options Under an Uncertain Market Price of Volatility Risk |
scientific article; zbMATH DE number 7657806 |
Statements
Valuation of European Options Under an Uncertain Market Price of Volatility Risk (English)
0 references
28 February 2023
0 references
uncertain market price
0 references
volatility risk
0 references
Hamilton-Jacobi-Bellman equation
0 references
finite element method
0 references
uncertainty quantification
0 references
0 references
0 references
0 references
0.8448269367218018
0 references
0.8175102472305298
0 references
0.7859159708023071
0 references
0.7835684418678284
0 references
0.7789934277534485
0 references
