Simple approximations for option pricing under mean reversion and stochastic volatility

CM (Christian) Hafner

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

Physica-Verlag

Research programs

@article{539084ce3a9148be91df446db7e5aa4c,

title = "Simple approximations for option pricing under mean reversion and stochastic volatility",

author = "Hafner, {CM (Christian)}",

note = "Physica-Verlag",

year = "2003",

language = "Undefined/Unknown",

volume = "18",

pages = "339--353",

journal = "Computational Statistics",

issn = "0943-4062",

publisher = "Springer-Verlag",

number = "3",

}