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A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky; Hobson, David G.; Howison, Sam; … - In: Review of derivatives research 8 (2005) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Cover Image
A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino - In: Review of derivatives research 8 (2005) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10005921830