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Lévy processes driven by stochastic volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific Financial Markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10005727038
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Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging
Yamada, Yuji
;
Primbs, James
- In:
Asia-Pacific Financial Markets
11
(
2004
)
3
,
pp. 335-365
Persistent link: https://www.econbiz.de/10005075680
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