Pages that link to "Item:Q2873538"
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The following pages link to A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538):
Displaying 5 items.
- \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
- Stochastic volatility models at \(\rho = \pm 1\) as second class constrained Hamiltonian systems (Q1782819) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)