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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New Stochastic Processes with Applications in Finance
Klebaner, F. (Primary Chief Investigator (PCI)), Buchmann, B. (Chief Investigator (CI)) & Hamza, K. (Chief Investigator (CI))
ARC - Australian Research Council, Monash University
31/07/09 → 31/12/13
Project: Research

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

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

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