Valuation Equations for Stochastic Volatility Models

Erhan Bayraktar, Constantinos Kardaras, Hao Xing. Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math., 3(1):351-373, 2012. [doi]

Authors

Erhan Bayraktar

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Constantinos Kardaras

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Hao Xing

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