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A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility

Title
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility
Type
Academic Work
Year
2011-05-01
Authors
João Correia-da-Silva
(Author)
FEP
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Gonçalo Faria
(Author)
Other
The person does not belong to the institution. The person does not belong to the institution. The person does not belong to the institution. Without AUTHENTICUS Without ORCID
Other information
Type (Professor's evaluation): Scientific
Documents
File name Description Size
wp414 working paper 758.09 KB
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