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"Pricing Various Types of Power Options under Stochastic Volatility."

Youngrok Lee, Yehun Kim, Jaesung Lee (2020)

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DOI: 10.3390/SYM12111911

access: open

type: Journal Article

metadata version: 2020-12-04

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  dblp key:
  - journals/symmetry/LeeKL20a
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  - https://dblp.org/rec/journals/symmetry/LeeKL20a
Youngrok Lee, Yehun Kim, Jaesung Lee:
Pricing Various Types of Power Options under Stochastic Volatility. Symmetry 12(11): 1911 (2020)

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