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Moment explosions in stochastic volatility models
Andersen, Leif B. G.
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Piterbarg, Vladimir V.
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Finance and stochastics
11
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2007
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1
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pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
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Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
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pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
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