Robust option pricing (Q297417)
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: Robust option pricing |
scientific article; zbMATH DE number 6598335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust option pricing |
scientific article; zbMATH DE number 6598335 |
Statements
Robust option pricing (English)
0 references
27 June 2016
0 references
option pricing
0 references
robust optimization
0 references
American option
0 references
volatility smile
0 references
0 references
