New directions in the valuation of derivatives: Options with Stochastic Volatility

被引：0

作者：

Malek, Jiri ^{[1
]}

机构：

[1] VSE, Katedra Bankovnictvi & Pojistovnictvi, Prague 3, Czech Republic

来源：

MANAGING AND MODELLING OF FINANCIAL RISKS - 5TH INTERNATIONAL SCIENTIFIC CONFERENCE | 2010年

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：261 / 268

页数：8

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