STOCHASTIC VOLATILITY: CALIBRATING RANDOM VOLATILITY - Options pricing using stochastic volatility.
| Year of publication: |
2000
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Ronnie |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 13.2000, 2, p. 89-94
|