Tiberiu Socaciu, Mirela Danubianu, Ioan Maxim, Antoanela Naaji. Algorithm for Generalized Garman Equation in Option Pricing of a Financial Derivatives with Stochastic Volatility Models. Annals of the Faculty of Economics, 4(1):1044-1048, 2009.
@article{SocaciuDanubianuMaximNaaji2009,
title = {Algorithm for Generalized Garman Equation in Option Pricing of a Financial Derivatives with Stochastic Volatility Models},
author = {Tiberiu Socaciu and Mirela Danubianu and Ioan Maxim and Antoanela Naaji},
year = {2009},
researchr = {https://researchr.org/publication/SocaciuDanubianuMaximNaaji2009},
cites = {0},
citedby = {0},
journal = {Annals of the Faculty of Economics},
volume = {4},
number = {1},
pages = {1044-1048},
}