The implied Sharpe ratio (Q5139210)
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scientific article; zbMATH DE number 7282760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The implied Sharpe ratio |
scientific article; zbMATH DE number 7282760 |
Statements
The implied Sharpe ratio (English)
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7 December 2020
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Sharpe ratio
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PDE asymptotics
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stochastic volatility
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Heston
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reciprocal Heston
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