Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
| Year of publication: |
2003
|
|---|---|
| Authors: | Nicolato, Elisa ; Venardos, Emmanouil |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 13.2003, 4, p. 445-466
|