"Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility."

Josselin Garnier, Knut Sølna (2017)

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DOI: 10.1137/15M1036749

access: closed

type: Journal Article

metadata version: 2018-03-13

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Josselin Garnier, Knut Sølna:
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility. SIAM J. Financial Math. 8(1): 560-588 (2017)

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