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