A Gaussian approximation scheme for computation of option prices in stochastic volatility models
| Year of publication: |
2008
|
|---|---|
| Authors: | Cheng, Ai-ru (Meg) ; Gallant, A.Ronald ; Ji, Chuanshu ; Lee, Beom S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 1, p. 44-58
|