Author: Sanfelici Simona
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.7, Iss.1, 2007-02, pp. : 95-110
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
A non-Gaussian option pricing model with skew
By Borland Lisa Bouchaud Jean-Philippe
Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. :
Stochastic volatility and option pricing
By Gkamas D.
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :