The performance of popular stochastic volatility option...

Applied Financial Economics 2011 / 07 Vol. 21; Iss. 14

The performance of popular stochastic volatility option pricing models during the subprime crisis

Moyaert, Thibaut, Petitjean, Mikael
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Volume:
21
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603107.2011.562161
Date:
July, 2011
File:
PDF, 237 KB
english, 2011
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