Bounds on European option prices under stochastic volatility (Q2757296)
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scientific article; zbMATH DE number 1676812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on European option prices under stochastic volatility |
scientific article; zbMATH DE number 1676812 |
Statements
26 November 2001
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stochastic volatility
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option pricing
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incomplete markets
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superreplication
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0.9512746
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0.94466454
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0.9223811
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0.9187205
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0.9138042
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0.91154236
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0.9105595
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Bounds on European option prices under stochastic volatility (English)
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