Two Factor Option Pricing with Uncertain Volatility - researchr publication authors

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David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal. Two Factor Option Pricing with Uncertain Volatility. In Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L Ecuyer, editors, Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III. Volume 2669 of Lecture Notes in Computer Science, pages 158-167, Springer, 2003. [doi]

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