Discrete-time stochastic volatility process in option pricing: a generalisation of the Amin-Ng and the Black-Scholes models
Tytuł:
Discrete-time stochastic volatility process in option pricing: a generalisation of the Amin-Ng and the Black-Scholes models
Czasopismo:
INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES
Rok:
2016
Opis:
afiliacja Uniwersytetu Ekonomicznego w Krakowie
Strony:
189-211
Tom (seria wydawnicza):
Vol. 5, No. 2/3/4
Link:
http://www.inderscience.com/info/inarticletoc.php?jcode=ijfmd&year=2016&vol=5&issue=2/3/4