Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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Publication:4825509
DOI10.1111/1467-9965.t01-1-00175zbMath1105.91020OpenAlexW2033192403MaRDI QIDQ4825509
Emmanouil Venardos, Elisa Nicolato
Publication date: 28 October 2004
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-00175
Economic time series analysis (91B84) Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
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