Approximating stochastic volatility by recombinant trees
Akyıldırım, Erdinç, Dolinsky, Yan, Soner, H. MeteVolume:
24
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/13-AAP977
Date:
October, 2014
File:
PDF, 244 KB
english, 2014