A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A class of stochastic volatility models and theq-optimal martingale measure |
scientific article; zbMATH DE number 6250079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic volatility models and the<i>q</i>-optimal martingale measure |
scientific article; zbMATH DE number 6250079 |
Statements
A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (English)
0 references
24 January 2014
0 references
option pricing
0 references
stochastic volatility
0 references
martingales
0 references
continuous-time models
0 references
correlation
0 references
derivative pricing models
0 references
0 references
0 references
0.9422534
0 references
0.9065213
0 references
0.9003944
0 references
0.8988948
0 references
0.88826513
0 references
