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FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET - MaRDI portal

FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497)

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scientific article; zbMATH DE number 6824299
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English
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET
scientific article; zbMATH DE number 6824299

    Statements

    title
    FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (English)
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    author
    Stoyan V. Stoyanov
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    Frank J. Fabozzi
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    Svetlozar T. Rachev
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    publication date
    11 January 2018
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    zbMATH Keywords
    riskless asset
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    Black-Scholes model
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    jump-diffusion model
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    stochastic volatility model
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    fractional Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J75
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    60J60
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    60J70
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    60G22
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    zbMATH DE Number
    6824299
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    arXiv ID
    1612.02112
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    OpenAlex ID
    W2560841106
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