A Gaussian approximation scheme for computation of option prices in stochastic volatility models

Ai ru (Meg) Cheng, A. Ronald Gallant, Chuanshu Ji, Beom S. Lee

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Fingerprint Dive into the research topics of 'A Gaussian approximation scheme for computation of option prices in stochastic volatility models'. Together they form a unique fingerprint.

Business & Economics