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"Pricing vulnerable options under a stochastic volatility model."

Sung-Jin Yang, Min-Ku Lee, Jeong-Hoon Kim (2014)

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DOI: 10.1016/J.AML.2014.03.007

access: closed

type: Journal Article

metadata version: 2017-05-26

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  - journals/appml/YangLK14
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Sung-Jin Yang, Min-Ku Lee, Jeong-Hoon Kim:
Pricing vulnerable options under a stochastic volatility model. Appl. Math. Lett. 34: 7-12 (2014)

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