Valuation of European Options under an Uncertain Market Price of Volatility Risk (2021)

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/10.48550/arxiv.2105.09581

Publication URI: https://arxiv.org/abs/2105.09581

Type: Preprint