Simple approximations for option pricing under mean reversion and stochastic volatility

CM (Christian) Hafner

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)339-353
Number of pages15
JournalComputational Statistics
Volume18
Issue number3
Publication statusPublished - 2003

Bibliographical note

Physica-Verlag

Cite this