Simple approximations for option pricing under mean reversion and stochastic volatility
Crossref DOI link: https://doi.org/10.1007/BF03354602
Published Online: 2015-02-26
Published Print: 2003-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hafner, Christian M.
Text and Data Mining valid from 2003-09-01
Article History
First Online: 26 February 2015