An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems
| Year of publication: |
2009
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|---|---|
| Authors: | Fatone, Lorella ; Mariani, Francesca ; Recchioni, Maria Cristina ; Zirilli, Francesco |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 9, p. 862
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