A no-arbitrage variation of the Black-Scholes model for option pricing with bounded stochastic volatility
| dc.contributor.author | Guo, Chen | |
| dc.date.accessioned | 2010-08-13T13:41:47Z | |
| dc.date.available | 2010-08-13T13:41:47Z | |
| dc.date.created | 1995 | |
| dc.date.issued | 1995 | |
| dc.description | Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disponible à l'Annexe de la bibliothéque. Effectuez une recherche par titre dans le catalogue pour réserver le document. // The full text of this working paper is not available online. A print copy is available in the Library Annex. Search by title in the catalogue to request the paper. | |
| dc.identifier.other | Working paper / Faculty of Administration, University of Ottawa ;95-43 | |
| dc.identifier.uri | http://hdl.handle.net/10393/18617 | |
| dc.identifier.uri | http://dx.doi.org/10.20381/ruor-1634 | |
| dc.language.iso | en | |
| dc.publisher | University of Ottawa, Administration | |
| dc.subject.classification | HD 30 .W66 v.95-43 1995 | |
| dc.title | A no-arbitrage variation of the Black-Scholes model for option pricing with bounded stochastic volatility |