Asymptotic analysis for stochastic volatility : martingale expansion
Year of publication: |
2011
|
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Authors: | Fukasawa, Masaaki |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 4, p. 635-654
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Martingal | Martingale | Optionspreistheorie | Option pricing theory |
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