Stochastic equity volatility related to the leverage effect
Year of publication: |
1994
|
---|---|
Authors: | Bensoussan, Alain ; Crouhy, Michel ; Galai, Dan |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 1.1994, 1, p. 63-85
|
Publisher: |
Taylor & Francis Journals |
Subject: | corporate finance | financial structure | leverage effect | option pricing | security valuation | stochastic | volatility | warrants | numerical methods |
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