Work

Option valuation under stochastic volatility: with mathematica code

Year: 2002

Type: article

Source: Wilmott

DOI: 10.1002/wilm.42820020108

Author: Alan L. Lewis

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998494738

FWCI: 10.95

Cites:

Cited by: 228

Related to: 10