NDLI: Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type

Content Provider	Scilit
Author	Nicolato, Elisa Venardos, Emmanouil
Copyright Year	2003
Description	Journal: Mathematical Finance
Ending Page	466
Starting Page	445
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/1467-9965.t01-1-00175
Journal	Mathematical Finance
Issue Number	4
Volume Number	13
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2003-10-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Incomplete Markets Martingale Measures Ornstein-uhlenbeck Type Processes Option Pricing Range of Prices
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type