Valuation of European Options Under an Uncertain Market Price of Volatility Risk (2023)

First Author: Jaroszkowski B

Attributed to: Optimal Control of Electrical Storage funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/1350486x.2022.2125884

Publication URI: http://dx.doi.org/10.1080/1350486x.2022.2125884

Type: Journal Article/Review

Parent Publication: Applied Mathematical Finance

Issue: 3