The rate of convergence of option prices on the asset following a geometric Ornstein–Uhlenbeck process
Crossref DOI link: https://doi.org/10.1007/s10986-015-9270-3
Published Online: 2015-03-06
Published Print: 2015-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mishura, Yuliya
Text and Data Mining valid from 2015-01-01