A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945): Difference between revisions

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+https://doi.org/10.1016/j.chaos.2017.02.006
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+W2590651055
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@@ Property / cites work @@
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+Stochastic Volatility for Lévy Processes
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+A Simple Proof of the Fredholm Alternative and a Characterization of the Fredholm Operators
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+Pricing Asian options with stochastic volatility
@@ Property / cites work: Pricing Asian options with stochastic volatility / rank @@
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+Publication:1693945