Expand icon Search icon File icon file Download

Algebraic solution of the Stein–Stein model for stochastic volatility

Sophocleous, C and O’Hara, JG and Leach, PGL (2011) Algebraic solution of the Stein–Stein model for stochastic volatility. Communications in Nonlinear Science and Numerical Simulation, 16 (4). pp. 1752-1759. DOI https://doi.org/10.1016/j.cnsns.2010.08.008



Abstract

Available files

Full text not available from this repository.

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics