✦ LIBER ✦
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model
✍ Scribed by Josep Perelló
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 253 KB
- Volume
- 382
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.