Work

Forward-Start Options in Stochastic Volatility Model

Year: 2003

Type: article

Source: Wilmott

DOI: 10.1002/wilm.42820030518

Author: Valdimir Lucic

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2068239087

FWCI: 0.55

Cites: 10

Cited by: 39

Related to: 10