Closed-form formulae for European options under three-factor models

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Publication:2660490

DOI10.1007/s40304-018-00176-xzbMath1465.91113OpenAlexW2932369759WikidataQ128154921 ScholiaQ128154921MaRDI QIDQ2660490

Joanna M. Goard

Publication date: 30 March 2021

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-018-00176-x




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