A closed-form solution for options with ambiguity about stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s11147-014-9097-9
Published Online: 2014-05-10
Published Print: 2014-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Faria, Gonçalo
Correia-da-Silva, João
Text and Data Mining valid from 2014-05-10