ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335)
From MaRDI portal
scientific article; zbMATH DE number 2195372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 2195372 |
Statements
ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (English)
0 references
17 August 2005
0 references
incomplete markets
0 references
coupling
0 references
\(q\)-optimal pricing measures
0 references
0 references
0 references
