Option pricing - Unifying volatility models - The authors introduce a method of building analytically tractable option pricing models that combine state-dependent volatility, stochastic volatility and jumps
| Year of publication: |
2004
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|---|---|
| Authors: | Albanese, Claudio ; Kuznetsov, Alexey |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 17.2004, 3, p. 94-98
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