Concept information
N Nachbarwissenschaften
N.09 Mathematische und statistische Methoden
N.09.02 Statistik
N.09.02.05 Wahrscheinlichkeitsrechnung
Preferred term
Stochastische Volatilität
Type
-
Descriptor
Broader concept
In other languages
-
Stochastic volatility
English
-
Heston model
-
SABR model
-
Stochastic volatility model
URI
http://zbw.eu/stw/descriptor/29885-3
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