Option pricing with mean reversion and stochastic volatility
type: Item
instance of: scholarly article
title: Option pricing with mean reversion and stochastic volatility
zbMATH Open document ID: 1157.91375
author: Hoi Ying Wong
author: Yu Wai Lo
published in: European Journal of Operational Research
publication date: 2009-04-08T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5541444
zbMATH Keywords: finance
zbMATH Keywords: option pricing
zbMATH Keywords: mean reversion
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.ejor.2008.05.014
OpenAlex ID: W2911234796
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cites work: Q4003156
DOI: 10.1016/J.EJOR.2008.05.014
description: scientific article; zbMATH DE number 5541444