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AIP Conference Proceedings [AIP Publishing PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018) - Depok, Indonesia (30–31 October 2018)] PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018) - Further analysis on volatility function selection for simulating European option prices under Ornstein-Uhlenbeck stochastic volatility assumption
Simanjuntak, B. P. N., Handari, B. D., Hartono, G. F.Volume:
2168
Year:
2019
DOI:
10.1063/1.5132454
File:
PDF, 1.04 MB
2019