Stochastic Volatility: Option Pricing using a Multinomial...

Applied Mathematical Finance 2008 / 04 Vol. 15; Iss. 2

Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree

Florescu, Ionuţ, Viens, Frederi G.
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Volume:
15
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860701596745
Date:
April, 2008
File:
PDF, 709 KB
english, 2008
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