Preference-free option pricing with path-dependent volatility: A closed-form approach
Year of publication: |
1998
|
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Authors: | Heston, Steven L. ; Nandi, Saikat |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Options (Finance) |
Series: | Working Paper ; 98-20 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/100901 [Handle] RePEc:fip:fedawp:98-20 [RePEc] |
Source: |
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