Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> - MaRDI portal

EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863)

From MaRDI portal
scientific article; zbMATH DE number 1253665
Language Label Description Also known as
English
EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup>
scientific article; zbMATH DE number 1253665

    Statements

    title
    EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (English)
    0 references
    author
    Huyên Pham
    0 references
    Nizar Touzi
    0 references
    publication date
    5 July 1999
    0 references
    zbMATH Keywords
    incomplete market
    0 references
    martingale approach
    0 references
    stochastic volatility model
    0 references
    consistency
    0 references

    Identifiers

    zbMATH DE Number
    1253665
    0 references
    OpenAlex ID
    W2025180282
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4226863&oldid=34213778"
    Powered by MediaWiki