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ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS

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APA Style

Henderson, V. (2005). ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS. Mathematical Finance, 15(1), 49–59.

MLA Style

Henderson, V. “ ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS.” Mathematical Finance, vol. 15, no. 1, 2005, pp. 49–59.

Chicago Style

Henderson, V. 2005. “ ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS.” Mathematical Finance 15 (1): 49–59.
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Publisher copy:: 10.1111/j.0960-1627.2005.00210.x

Authors

+ Henderson, V More by this author

Institution:: University of Oxford
Division:: SSD
Department:: Divisional Administration
Sub department:: Oxford-Man Institute
Role:: Author

Journal:: Mathematical Finance More from this journal
Volume:: 15
Issue:: 1
Pages:: 49-59
Publication date:: 2005-01-01
DOI:: 10.1111/j.0960-1627.2005.00210.x
EISSN:: 1467-9965
ISSN:: 0960-1627

Pubs id:: pubs:324997
UUID:: uuid:f715e1c0-e3b8-46ec-bb5e-55fe6f3544a8
Local pid:: pubs:324997
Source identifiers:: 324997
Deposit date:: 2013-11-17
ARK identifier:: ark:/29072/ora_f715e1c0e3b846ecbb5e55fe6f3544a8

Terms of use

Copyright date:: 2005

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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