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Algebraic solution of the Stein-Stein model for stochastic volatility - MaRDI portal

Algebraic solution of the Stein-Stein model for stochastic volatility

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Publication:718482

DOI10.1016/j.cnsns.2010.08.008zbMath1221.91059OpenAlexW2041580863MaRDI QIDQ718482

D. Kharzeev

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2010.08.008




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