A Closed-Form Solution for Options with Ambiguity About Stochastic Volatility

AuthID
 P-009-K5D
2
Author(s)
Faria, G
·
Document Type
Article
Year published
2014
Published
in REVIEW OF DERIVATIVES RESEARCH, ISSN: 1380-6645
Volume: 17, Issue: 2, Pages: 125-159 (35)
Indexing
Wos®
Scopus®
Crossref®18
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-84939890970
Wos: WOS:000337051900001
Source Identifiers
ISSN: 1380-6645
Export Publication Metadata
Marked List
 Add to Marked List
Info
At this moment we don't have any links to full text documens.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service