Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

161 Citations (Scopus)

Library access?

@article{3a16fa31fa00482fb86abdafd58755d5,

title = "Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type",

author = "Elisa Nicolato and Emmanouil Venardos",

year = "2003",

language = "English",

volume = "13",

pages = "445--466",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}