"Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion."

Sidi Mohamed Ould Aly (2014)

> Home

Details and statistics

DOI: 10.1137/110848682

access: closed

type: Journal Article

metadata version: 2022-01-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/Aly14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/Aly14
Sidi Mohamed Ould Aly:
Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion. SIAM J. Financial Math. 5(1): 729-752 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.