Stochastic volatility models and Kelvin waves

Journal of Physics A: Mathematical and Theoretical

Volumn 41, Issue 34, 2008, Pages

  Lipton, Alex ^a,c   Sepp, Artur ^b  

^a Merrill Lynch International   (United Kingdom)

^b Merrill Lynch   (United States)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 52349121016     PISSN: 17518113     EISSN: 17518121     Source Type: Journal    
DOI: 10.1088/1751-8113/41/34/344012     Document Type: Article

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