Référence
Joao Correia da silva et Faria Gonçalo, « A closed-form solution for options with ambiguity about stochastic volatility », Review of Derivatives Research, vol. 17, n° 2, 2014, p. 125–159.
Publié dans
Review of Derivatives Research, vol. 17, n° 2, 2014, p. 125–159