Author: Schöbel R.
Publisher: Springer Publishing Company
ISSN: 1382-6662
Source: European Finance Review, Vol.3, Iss.1, 1999-01, pp. : 23-46
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Stochastic volatility and option pricing
By Gkamas D.
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :
Moment explosions in stochastic volatility models
Finance and Stochastics, Vol. 11, Iss. 1, 2007-01 ,pp. :