1997-03-01
Derivative asset analysis in models with level-dependent and stochastic volatility
Publication
Publication
CWI Quarterly , Volume 10 - Issue 1 p. 1- 34
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Stichting Mathematisch Centrum | |
CWI Quarterly | |
Frey, R. (1997). Derivative asset analysis in models with level-dependent and stochastic volatility. CWI Quarterly, 10(1), 1–34. |