Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits (Q4216106)
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scientific article; zbMATH DE number 1213260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits |
scientific article; zbMATH DE number 1213260 |
Statements
Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits (English)
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22 November 1998
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uncertain parameter
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valuing derivatives
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worst-case scenario
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stochastic volatility
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