"Two Factor Option Pricing with Uncertain Volatility."

David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal (2003)

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DOI: 10.1007/3-540-44842-X_17

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal:
Two Factor Option Pricing with Uncertain Volatility. ICCSA (3) 2003: 158-167

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