Option pricing for some stochastic volatility models
Year of publication: |
2006
|
---|---|
Authors: | Thavaneswaran, A. ; Singh, J. ; Appadoo, S.S. |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 7.2006, August, 4, p. 425-445
|
Publisher: |
Emerald Group Publishing |
Subject: | Kurtosis | Pricing | Stochastic modelling |
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