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  4. On the pricing of forward starting options under stochastic volatility
 
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2003
Report
Title

On the pricing of forward starting options under stochastic volatility

Author(s)
Kruse, S.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
File(s)
Download (761.51 KB)
Rights
Use according to copyright law
DOI
10.24406/publica-fhg-291950
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM  
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