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Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.; Dufresne, Daniel - 1998
Persistent link: https://www.econbiz.de/10000998682
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A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901912
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Stochastic volatility and option pricing
Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901917
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A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - In: Applied mathematical finance 19 (2012) 3/4, pp. 313-340
Persistent link: https://www.econbiz.de/10009710970