No label defined (Q5354450)
From MaRDI portal
scientific article; zbMATH DE number 6769081
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 6769081 |
Statements
4 September 2017
0 references
European options
0 references
minimal entropy martingale measure
0 references
proof of convergence
0 references
Heston model
0 references