On contingent-claim valuation in continuous-time for volatility models of Ornstein–Uhlenbeck type

✍ Scribed by Schröder, Michael

• Book ID: 123112446
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 473 KB
• Volume: 260
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2013.09.038