A no-arbitrage variation of the Black-Scholes model for option pricing with bounded stochastic volatility
Description
| Title: | A no-arbitrage variation of the Black-Scholes model for option pricing with bounded stochastic volatility |
| Authors: | Guo, Chen |
| Date: | 1995 |
| URL: | http://hdl.handle.net/10393/18617 http://dx.doi.org/10.20381/ruor-1634 |
| Collection | Telfer - Documents de travail // Telfer - Working Papers |
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