Variational Analysis for Options with Stochastic Volatility and Multiple Factors
Bonnans, J. Frédéric, Kröner, AxelVolume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1130836
Date:
January, 2018
File:
PDF, 429 KB
english, 2018