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Q4450670 - MaRDI portal

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scientific article; zbMATH DE number 2042815
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English
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scientific article; zbMATH DE number 2042815

    Statements

    author
    Yazhen Wang
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    Linda H. Zhao
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    Lawrence D. Brown
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    publication date
    15 February 2004
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    zbMATH Keywords
    conditional variance
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    deficiency distance
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    financial modeling
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    frequency
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    stochastic differential equation
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    stochastic volatility
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    Black and Scholes
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62B15
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    60J70
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    zbMATH DE Number
    2042815
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