A note on the Wang transform for stochastic volatility pricing models
Author:
Funder
NSERC
Publisher
Elsevier BV
Subject
Finance
Reference28 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*;Journal of Financial Econometrics;2017
2. Non-Affine GARCH Option Pricing Models, Variance Dependent Kernels, and Diffusion Limits;SSRN Electronic Journal;2015
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