Stochastic volatility with an Ornstein-Uhlenbeck process : an extension

Rainer Schöbel; Jianwei Zhu

Year of publication:	1998 ; Rev.
Authors:	Schöbel, Rainer ; Zhu, Jianwei
Publisher:	Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ. Tübingen : Wirtschaftswiss. Seminar
Subject:	Börsenkurs \| Share price \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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