"Properties of American Volatility Options in the Mean-Reverting 3/2 ..."

Hsuan-Ku Liu (2015)

> Home

Details and statistics

DOI: 10.1137/130924573

access: closed

type: Journal Article

metadata version: 2022-01-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/Liu15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/Liu15
Hsuan-Ku Liu:
Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model. SIAM J. Financial Math. 6(1): 53-65 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.