Alòs, Elisa
- On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
2023/08/29 by Elisa Alòs, Alòs, Elisa, Eulàlia Nualart +3 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications