A new approach for option pricing under stochastic volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Carr, Peter ; Sun, Jian |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 10.2007, 2, p. 87-150
|
| Publisher: |
Springer |
| Subject: | Option pricing | Stochastic volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005068000