Valuation Equations for Stochastic Volatility Models (Q4902218)
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scientific article; zbMATH DE number 6130647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation Equations for Stochastic Volatility Models |
scientific article; zbMATH DE number 6130647 |
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Valuation Equations for Stochastic Volatility Models (English)
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25 January 2013
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stochastic volatility models
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valuation equations
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Feynman-Kac theorem
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strict local martingales
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necessary and sufficient conditions for uniqueness
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