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A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
2
A Path-Independent Humped Volatility Model for Option Pricing
Costabile, Massimo
;
Massab, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010140084
Saved in:
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