A simple framework for the stochastic volatility uncertainty (Q6957440)
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scientific article; zbMATH DE number 8065384
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple framework for the stochastic volatility uncertainty |
scientific article; zbMATH DE number 8065384 |
Statements
A simple framework for the stochastic volatility uncertainty (English)
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16 July 2025
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pricing simple contingent claims
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uncertain volatility
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the Heston model
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viscosity solution
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