Pricing European options with stochastic volatility under...

European Journal of Applied Mathematics 2016 / 04 Vol. 27; Iss. 2

Pricing European options with stochastic volatility under the minimal entropy martingale measure

HE, XIN-JIANG, ZHU, SONG-PING
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Volume:
27
Language:
english
Journal:
European Journal of Applied Mathematics
DOI:
10.1017/s0956792515000510
Date:
April, 2016
File:
PDF, 220 KB
english, 2016
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