Option pricing with stochastic volatility following finite Markov chain

Description
Title: Option pricing with stochastic volatility following finite Markov chain
Authors: Guo, Chen
Date: 1996
URL: http://hdl.handle.net/10393/18799
http://dx.doi.org/10.20381/ruor-1808
CollectionTelfer - Documents de travail // Telfer - Working Papers
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