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An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration

Authors :
Fatone, Lorella
Mariani, F.
Recchioni, M. C.
Zirilli, F.
Publication Year :
2009
Publisher :
John Wiley & Sons Incorporated:Customer Service, 111 River Street:Hoboken, NJ 07030:(800)225-5945, (201)748-6000, EMAIL: societyinfo@wiley.com, INTERNET: http://www.wiley.com, Fax: (212)748-6551, 2009.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......3707..45880eaaeda3958df52126bd91159172

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