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Option Valuation under Stochastic Volatility, vol. II
Author(s) -
Dietz Sebastian
Publication year - 2017
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.1111/rssa.12262
Subject(s) - stochastic volatility , valuation (finance) , econometrics , volatility (finance) , mathematics , sabr volatility model , economics , mathematical economics , finance