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AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering) - MaRDI portal

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AN ASYMPTOTIC VALUATION FOR THE OPTION UNDER A GENERAL STOCHASTIC VOLATILITY(Special Issue on Theory, Methodology and Applications in Financial Engneering)

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Publication:4803741

DOI10.15807/JORSJ.45.404zbMATH Open1097.91526OpenAlexW404445741MaRDI QIDQ4803741

Author name not available (Why is that?)

Publication date: 16 December 2003

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.45.404




Mathematics Subject Classification ID

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