Passport options with stochastic volatility

Applied Mathematical Finance 2001 / 05 Vol. 8; Iss. 2

Passport options with stochastic volatility

Henderson, Vicky, Hobson, David
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Volume:
8
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860110068863
Date:
May, 2001
File:
PDF, 932 KB
english, 2001
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