Iterative estimation procedure for option pricing with stochastic volatility models.

Authors
Parpinel, F. Pizzi, C.
Citation
F. Parpinel et C. Pizzi, Iterative estimation procedure for option pricing with stochastic volatility models., Metron, 60(1/2), 2002, pp. 211-223
Journal title
Metron
ISSN journal
00261424 → ACNP
Volume
60
Issue
1/2
Year of publication
2002
Pages
211 - 223
Database
ESSPER
SICI code
0026-1424(2002)60:1/2<211:IEPFOP>2.0.ZU;2-Q