Closed-Form Formulae for European Options Under Three-Factor Models
Crossref DOI link: https://doi.org/10.1007/s40304-018-00176-x
Published Online: 2019-03-28
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goard, Joanna http://orcid.org/0000-0002-3950-7867
Text and Data Mining valid from 2019-03-28
Version of Record valid from 2019-03-28
Article History
Received: 15 June 2018
Revised: 15 August 2018
Accepted: 28 December 2018
First Online: 28 March 2019