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Joint characteristic function of stock log-price and squared volatility in the Bates model and its asset pricing applications
Zhylyevskyy, Oleksandr - In: Theoretical economics letters 2 (2012) 4, pp. 400-407
Persistent link: https://www.econbiz.de/10009745992
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Efficient pricing of European-style options under Heston's stochastic volatility model
Zhylyevskyy, Oleksandr - In: Theoretical economics letters 2 (2012) 1, pp. 16-20
Persistent link: https://www.econbiz.de/10009669467