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

AuthID
 P-009-K5D
2
Author(s)
Faria, G
·
Tipo de Documento
Article
Year published
2014
Publicado
in REVIEW OF DERIVATIVES RESEARCH, ISSN: 1380-6645
Volume: 17, Número: 2, Páginas: 125-159 (35)
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Scopus®
Crossref®21
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-84939890970
Wos: WOS:000337051900001
Source Identifiers
ISSN: 1380-6645
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