Numerical Solution of pricing of European Call Option with stochastic volatility

Journal article

F. H. Marin, M. Bastidas
2012

Semantic Scholar

Cite

APA Click to copy
Marin, F. H., & Bastidas, M. (2012). Numerical Solution of pricing of European Call Option with stochastic volatility.

Chicago/Turabian Click to copy
Marin, F. H., and M. Bastidas. “Numerical Solution of Pricing of European Call Option with Stochastic Volatility” (2012).

MLA Click to copy
Marin, F. H., and M. Bastidas. Numerical Solution of Pricing of European Call Option with Stochastic Volatility. 2012.

BibTeX Click to copy

@article{f2012a,
  title = {Numerical Solution of pricing of European Call Option with stochastic volatility},
  year = {2012},
  author = {Marin, F. H. and Bastidas, M.}
}