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"Analytic pricing of volatility-equity options within Wishart-based ..."

José Da Fonseca, Alessandro Gnoatto, Martino Grasselli (2015)

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DOI: 10.1016/J.ORL.2015.09.006

access: closed

type: Journal Article

metadata version: 2017-06-14

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José Da Fonseca, Alessandro Gnoatto, Martino Grasselli:
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models. Oper. Res. Lett. 43(6): 601-607 (2015)

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