Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes

• Takada, Hideyuki

• SUMITA, Ushio

• Jin, Hui

Journal

• Methodology and computing in applied probability

  Methodology and computing in applied probability 11 (4), 687-703, 2009-12

  Springer U.S.

Details

• CRID: 1050001202617356672
• NII Article ID: 120007131450
• NII Book ID: AA11603171
• HANDLE: 2241/103888
• ISSN: 13875841
• Web Site: https://tsukuba.repo.nii.ac.jp/records/18336
• Text Lang: en
• Article Type: journal article
• Data Source:
  • IRDB
  • CiNii Articles