Option pricing under hybrid stochastic and local volatility
Year of publication: |
2013
|
---|---|
Authors: | CHOI, SUN-YONG ; FOUQUE, JEAN-PIERRE ; KIM, JEONG-HOON |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 13.2013, 8, p. 1157-1165
|
Publisher: |
Taylor & Francis Journals |
Saved in:
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