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Analytical Approximations of Option Prices In Stochastic Volatility Models

Larsson, Karl LU (2007)
Abstract
[abstract missing]
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yes
id
5a152851-5c96-4e01-b7a4-737b0e72da72 (old id 1387320)
date added to LUP
2009-04-20 12:27:25
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2016-04-16 10:47:27
@misc{5a152851-5c96-4e01-b7a4-737b0e72da72,
  abstract     = {[abstract missing]},
  author       = {Larsson, Karl},
  language     = {eng},
  title        = {Analytical Approximations of Option Prices In Stochastic Volatility Models},
  year         = {2007},
}