Correlations and bounds for stochastic volatility models
نویسندگان
چکیده
منابع مشابه
New solvable stochastic volatility models for pricing volatility derivatives
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré C, Analyse non linéaire
سال: 2007
ISSN: 0294-1449
DOI: 10.1016/j.anihpc.2005.05.007