Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time (Q4363702)
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scientific article; zbMATH DE number 1085219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time |
scientific article; zbMATH DE number 1085219 |
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Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time (English)
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25 January 1998
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random maturity
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stochastic time change
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stochastic volatility
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option pricing
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calendar-time
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martingale valuation
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information-time economy
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