A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility
| Year of publication: |
2012
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|---|---|
| Authors: | Costabile, Massimo ; Massabó, Ivar ; Russo, Emilio |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 20.2012, 2, p. 67-78
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