PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT

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Publication:3564997

DOI10.1142/S0219024910005796zbMath1203.91299OpenAlexW2132198619MaRDI QIDQ3564997

Kyo Yamamoto, Akihiko Takahashi, Seisho Sato

Publication date: 27 May 2010

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024910005796




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