OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS (Q4522659)
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scientific article; zbMATH DE number 1548408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS |
scientific article; zbMATH DE number 1548408 |
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OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS (English)
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2 January 2001
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option risk
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pricing equity options
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constant elasticity of variance
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time-dependent volatility
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partial differential equation
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Lie algebra
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