Author: Montero M.
Publisher: Springer Publishing Company
ISSN: 1434-6028
Source: The European Physical Journal B - Condensed Matter, Vol.42, Iss.1, 2004-11, pp. : 141-153
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Multigrid for American option pricing with stochastic volatility
Applied Mathematical Finance, Vol. 6, Iss. 3, 1999-09 ,pp. :
A General Formula for Option Prices in a Stochastic Volatility Model
By Chin Stephen Dufresne Daniel
Applied Mathematical Finance, Vol. 19, Iss. 4, 2012-09 ,pp. :