Correlations and bounds for stochastic volatility models
type: Item
instance of: scholarly article
title: Correlations and bounds for stochastic volatility models
zbMATH Open document ID: 1108.62110
author: P.-L. Lions
author: M. Musiela
published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire
publication date: 2007-04-19T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/78727
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 5144935
zbMATH Keywords: log-normal like models
MaRDI profile type: Publication
OpenAlex ID: W2011569301
cites work: Q4039796
DOI: 10.1016/J.ANIHPC.2005.05.007
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description: scientific article; zbMATH DE number 5144935