The Pricing of Options on Assets with Stochastic Volatilities
ABSTRACT One option‐pricing problem that has hitherto been unsolved is the pricing of a European call on an asset that has a stochastic volatility. This paper examines this prob...
Publications
2 shownFrequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 5,038
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.