Conic quantization: stochastic volatility and market implied liquidity. Issue 4 (2nd April 2020)
- Record Type:
- Journal Article
- Title:
- Conic quantization: stochastic volatility and market implied liquidity. Issue 4 (2nd April 2020)
- Main Title:
- Conic quantization: stochastic volatility and market implied liquidity
- Authors:
- Fiorin, Lucio
Schoutens, Wim - Abstract:
- Abstract : Market implied liquidity links the pricing of European options under stochastic volatility with the Conic Finance theory of two prices
- Is Part Of:
- Quantitative finance. Volume 20:Issue 4(2020)
- Journal:
- Quantitative finance
- Issue:
- Volume 20:Issue 4(2020)
- Issue Display:
- Volume 20, Issue 4 (2020)
- Year:
- 2020
- Volume:
- 20
- Issue:
- 4
- Issue Sort Value:
- 2020-0020-0004-0000
- Page Start:
- 531
- Page End:
- 542
- Publication Date:
- 2020-04-02
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2019.1687928 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 13642.xml