A new approach for option pricing under stochastic volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Carr, Peter ; Sun, Jian |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 10.2007, 2, p. 87-150
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