Path dependent volatility
type: Item
instance of: scholarly article
title: Path dependent volatility
zbMATH Open document ID: 1160.35457
author: Paolo Foschi
author: Andrea Pascucci
published in: Decisions in Economics and Finance
publication date: 2008-09-04T00:00:00Z
full work available at URL: PDV.pdf
Mathematics Subject Classification ID: 35K65
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5320823
zbMATH Keywords: option pricing
zbMATH Keywords: Kolmogorov equations
zbMATH Keywords: volatility modeling
MaRDI profile type: Publication
OpenAlex ID: W2134782785
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DOI: 10.1007/S10203-007-0076-6
description: scientific article; zbMATH DE number 5320823