A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337): Difference between revisions

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-Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
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+Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-020-00281-y
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+W3094105199
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