A class of nonlinear stochastic volatility models and its implications for pricing currency options

Jun Yu, Zhenlin Yang, Xibin Zhang

Research output: Contribution to journalArticleResearchpeer-review

24 Citations (Scopus)
Original languageEnglish
Pages (from-to)2218 - 2231
Number of pages14
JournalComputational Statistics and Data Analysis
Volume51
Issue number4
DOIs
Publication statusPublished - 2006

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