A no-arbitrage variation of the Black-Scholes model for option pricing with bounded stochastic volatility

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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
CollectionTelfer - Documents de travail // Telfer - Working Papers
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