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A new approach for option pricing under stochastic volatility
Carr, Peter; Sun, Jian - In: Review of Derivatives Research 10 (2007) 2, pp. 87-150
Persistent link: https://www.econbiz.de/10005068000
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Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case
Itkin, Andrey; Carr, Peter - In: Review of Derivatives Research 13 (2010) 2, pp. 141-176
Persistent link: https://www.econbiz.de/10008526467