A closed-form solution for options with stochastic volatility with applications to bond and currency options

From MaRDI portal
A closed-form solution for options with stochastic volatility with applications to bond and currency options (scientific article; zbMATH DE number 6857130)








Cited in
(only showing first 100 items - show all)








This page was built for publication: A closed-form solution for options with stochastic volatility with applications to bond and currency options

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5374080)