MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834)
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scientific article; zbMATH DE number 5052913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES |
scientific article; zbMATH DE number 5052913 |
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MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (English)
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12 September 2006
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barrier option
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convexity
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volatility
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parabolic equation
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