Option pricing with stochastic volatility following a finite Markov Chain
| Year of publication: |
1998
|
|---|---|
| Authors: | Guo, Chen |
| Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 7.1998, 4, p. 407-415
|
| Publisher: |
Elsevier |