Stochastic equity volatility related to the leverage effect
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Publication:4845150
DOI10.1080/13504869400000004zbMath0831.90007MaRDI QIDQ4845150
Alain Bensoussan, Michel Crouhy, Dan Galai
Publication date: 18 October 1995
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://www.tandf.co.uk/journals/routledge/1350486X.html
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