STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670)
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scientific article; zbMATH DE number 2166387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE |
scientific article; zbMATH DE number 2166387 |
Statements
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (English)
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9 May 2005
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\(q\)-optimal measure
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