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"Pricing of options in the singular perturbed stochastic volatility model."

Tianmiao Liu, Yoshifumi Muroi (2017)

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DOI: 10.1016/J.CAM.2017.01.037

access: closed

type: Journal Article

metadata version: 2020-02-20

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Tianmiao Liu, Yoshifumi Muroi:
Pricing of options in the singular perturbed stochastic volatility model. J. Comput. Appl. Math. 320: 138-144 (2017)

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