A new approach for option pricing under stochastic volatility

Review of Derivatives Research

Volumn 10, Issue 2, 2007, Pages 87-150

  Carr, Peter ^a   Sun, Jian ^b  

^a Bloomberg LP   (United States)

^b XE Capital Management   (United States)

Author keywords

Option pricing; Stochastic volatility

Indexed keywords

EID: 41249083893     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11147-007-9014-6     Document Type: Article

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