Analytically tractable stochastic stock price models.
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Publication:434149
DOI10.1007/978-3-642-31214-4zbMath1264.91007OpenAlexW655100774MaRDI QIDQ434149
Publication date: 10 July 2012
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-31214-4
stochastic volatilitydistributions of stock price processesmixing distributionsstochastic financial models
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
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