Path dependent volatility

Decisions in Economics and Finance

Volumn 31, Issue 1, 2008, Pages 13-32

  Foschi, Paolo ^a   Pascucci, Andrea ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Kolmogorov equations; Option pricing; Volatility modeling

Indexed keywords

EID: 41349116321     PISSN: 15938883     EISSN: 11296569     Source Type: Journal    
DOI: 10.1007/s10203-007-0076-6     Document Type: Article

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