New solvable stochastic volatility models for pricing volatility derivatives
| Year of publication: |
2013
|
|---|---|
| Authors: | Itkin, Andrey |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 16.2013, 2, p. 111-134
|