An analytical perturbative solution to the Merton-Garman model using symmetries (2019)
Attributed to:
South-Eastern Particle Theory Alliance Sussex - RHUL - UCL 2017-2020 - Sussex node
funded by
STFC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1002/fut.22061
Publication URI: http://dx.doi.org/10.1002/fut.22061
Type: Journal Article/Review
Parent Publication: Journal of Futures Markets
Issue: 1