The pricing of european options under the constant elasticity of variance with stochastic volatility

Bounghun Bock, Sun Yong Choi, Jeong Hoon Kim

Research output: Contribution to journalArticle

1 Citation (Scopus)

Fingerprint Dive into the research topics of 'The pricing of european options under the constant elasticity of variance with stochastic volatility'. Together they form a unique fingerprint.

Mathematics

Physics & Astronomy