Volatility in options formulae for general stochastic dynamics

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	435 - 446
Number of pages	12
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	19
Issue number	2
DOIs	https://doi.org/10.3934/dcdsb.2014.19.435
Publication status	Published - 2014

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title = "Volatility in options formulae for general stochastic dynamics",

author = "Kais Hamza and Klebaner, {Fima C} and Olivia Mah",

year = "2014",

doi = "10.3934/dcdsb.2014.19.435",

language = "English",

volume = "19",

pages = "435 -- 446",

journal = "Discrete and Continuous Dynamical Systems - Series B",

issn = "1531-3492",

publisher = "American Institute of Mathematical Sciences (AIMS)",

number = "2",

}

TY - JOUR

T1 - Volatility in options formulae for general stochastic dynamics

AU - Hamza, Kais

AU - Klebaner, Fima C

AU - Mah, Olivia

PY - 2014

Y1 - 2014

U2 - 10.3934/dcdsb.2014.19.435

DO - 10.3934/dcdsb.2014.19.435

M3 - Article

VL - 19

SP - 435

EP - 446

JO - Discrete and Continuous Dynamical Systems - Series B

JF - Discrete and Continuous Dynamical Systems - Series B

SN - 1531-3492

IS - 2

ER -