scientific article; zbMATH DE number 1795846

zbMath1002.91030MaRDI QIDQ4550913

Stanley R. Pliska, Jin-Chuan Duan

Publication date: 4 September 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

co-integrationspread optionsdiffusion limitoption valuationGarch

Mathematics Subject Classification ID

Economic time series analysis (91B84) Derivative securities (option pricing, hedging, etc.) (91G20)

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