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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



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Full text not available from this repository. http://dx.doi.org/10.1016/j.cnsns.2010.08.008

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