Bowei Chen, Jun Wang. A lattice framework for pricing display advertisement options with the stochastic volatility underlying model. Electronic Commerce Research and Applications, 14(6):465-479, 2015. [doi]
@article{ChenW15-33,
title = {A lattice framework for pricing display advertisement options with the stochastic volatility underlying model},
author = {Bowei Chen and Jun Wang},
year = {2015},
doi = {10.1016/j.elerap.2015.07.002},
url = {http://dx.doi.org/10.1016/j.elerap.2015.07.002},
researchr = {https://researchr.org/publication/ChenW15-33},
cites = {0},
citedby = {0},
journal = {Electronic Commerce Research and Applications},
volume = {14},
number = {6},
pages = {465-479},
}