An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204)
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scientific article; zbMATH DE number 6860574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integral representation of elasticity and sensitivity for stochastic volatility models |
scientific article; zbMATH DE number 6860574 |
Statements
An integral representation of elasticity and sensitivity for stochastic volatility models (English)
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16 April 2018
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sensitivity
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elasticity
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growth-rate risk
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quantile
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Greeks
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exponential measure change
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stochastic volatility models
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