Analytic Calculation Of European Option Pricing In Stochastic Volatility Asset Model
Work
Year: 2012
Type: article
Abstract: We deal some analytic calculations for European option pricing by using the theory of elementary solution of generalized diffusion equation mainly.
Source: Korean Journal of Mathematics
Author Jae-Pill Oh
Cites: 4
Cited by:
Related to: 10
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Subfield: Finance
Domain: Social Sciences
Open Access status: bronze