A new analytical approximation for European puts with stochastic volatility
Work
Year: 2010
Type: article
Source: Applied Mathematics Letters
Authors Song‐Ping Zhu, Wenting Chen
Institution University of Wollongong
Cites: 16
Cited by: 11
Related to: 10
FWCI: 1.363
Citation percentile (by year/subfield): 81.16
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze