Simple approximations for option pricing under mean reversion and stochastic volatility

CM (Christian) Hafner

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages15
EditionEconometric Institute EI 2003-20
Publication statusPublished - 2003

Publication series

SeriesEconometric Institute
VolumeEI 2003-20

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