A class of nonlinear stochastic volatility models and its implications for pricing currency options
| Year of publication: |
2006
|
|---|---|
| Authors: | Yu, Jun ; Yang, Zhenlin ; Zhang, Xibin |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2218-2231
|
| Publisher: |
Elsevier |