Conic quantization: stochastic volatility and market implied liquidity
type: Item
instance of: scholarly article
title: Conic quantization: stochastic volatility and market implied liquidity
zbMATH Open document ID: 1467.91183
DOI: 10.1080/14697688.2019.1687928
author: Lucio Fiorin
author: Wim Schoutens
published in: Quantitative Finance
publication date: 2021-06-02T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/647782
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7353650
zbMATH Keywords: market implied liquidity
zbMATH Keywords: pricing of European options under stochastic volatility
zbMATH Keywords: conic finance theory of two prices
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2993645194
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description: scientific article; zbMATH DE number 7353650