Volatility time and properties of option prices (Q1425480)
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scientific article; zbMATH DE number 2061205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility time and properties of option prices |
scientific article; zbMATH DE number 2061205 |
Statements
Volatility time and properties of option prices (English)
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21 March 2004
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convexity
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Brownian motions
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stochastic differential equations
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