Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398): Difference between revisions

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-.1016/j.chaos.2016.05.012
@@ Property / DOI: 10.1016/j.chaos.2016.05.012 / rank @@
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+https://doi.org/10.1016/j.chaos.2016.05.012
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+W2410777246
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@@ Property / cites work @@
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+Some recent developments in stochastic volatility modelling
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+MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
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+.1016/J.CHAOS.2016.05.012
@@ Property / DOI: 10.1016/J.CHAOS.2016.05.012 / rank @@
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