Super-diffusive noise source in asset dynamics
Max-Olivier Hongler
| Year of publication: |
2013
|
|---|---|
| Authors: | Hongler, Max-Olivier |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 53-58
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| Subject: | Black-Scholes Dynamics | Non-Gaussian Volatility | Optimal Stopping | Adaptive Optimal Control | Exact Solutions | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Kontrolltheorie | Control theory | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240227