A Closed-Form Solution for Options with Ambiguity About Stochastic Volatility

AuthID
 P-009-K5D
2
Author(s)
Faria, G
·
Document Type
Article
Year published
2014
Published
in REVIEW OF DERIVATIVES RESEARCH, ISSN: 1380-6645
Volume: 17, Issue: 2, Pages: 125-159 (35)
Indexing
Wos®
Scopus®
Crossref®18
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-84939890970
Wos: WOS:000337051900001
Source Identifiers
ISSN: 1380-6645
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