A class of stochastic volatility models and the...

Quantitative Finance 2012 / 07 Vol. 12; Iss. 7

A class of stochastic volatility models and the q -optimal martingale measure

Sabanis, Sotirios
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.568950
Date:
July, 2012
File:
PDF, 159 KB
english, 2012
Conversion to is in progress
Conversion to is failed