Option pricing under hybrid stochastic and local volatility

Sun Yong Choi, Jean Pierre Fouque, Jeong Hoon Kim

Research output: Contribution to journalArticle

15 Citations (Scopus)
Original languageEnglish
Pages (from-to)1157-1165
Number of pages9
JournalQuantitative Finance
Volume13
Issue number8
DOIs
Publication statusPublished - 2013 Aug 1

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics, Econometrics and Finance(all)

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