Stochastic Volatility Models and Option Prices

DOI10.1007/11758549_51zbMath1157.91372OpenAlexW1529972126MaRDI QIDQ5301479

Akvilina Valaitytė, Eimutis Valakevičius

Publication date: 20 January 2009

Published in: Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11758549_51

Mathematics Subject Classification ID

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