Option pricing under hybrid stochastic and localvolatility
| Year of publication: |
2013
|
|---|---|
| Authors: | CHOI, SUN-YONG ; FOUQUE, JEAN-PIERRE ; KIM, JEONG-HOON |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1157-1165
|