PRICING EUROPEAN OPTIONS IN SELECTED STOCHASTIC VOLATILITY MODELS

Arkadiusz Orzechowski

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DOI: 10.22630/mibe.2020.21.3.14
Published: December
Container: Quantitative Methods in Economics
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.22630/mibe.2020.21.3.14,
  title = {PRICING EUROPEAN OPTIONS IN SELECTED STOCHASTIC VOLATILITY MODELS},
  author = {Arkadiusz Orzechowski},
  year = {2020},
  journal = {Quantitative Methods in Economics},
  doi = {10.22630/mibe.2020.21.3.14},
  url = {https://doi.org/10.22630/mibe.2020.21.3.14}
}

RIS

TY  - JOUR
TI  - PRICING EUROPEAN OPTIONS IN SELECTED STOCHASTIC VOLATILITY MODELS
AU  - Arkadiusz Orzechowski
PY  - 2020
JO  - Quantitative Methods in Economics
DO  - 10.22630/mibe.2020.21.3.14
UR  - https://doi.org/10.22630/mibe.2020.21.3.14
ER  -

APA

Orzechowski, A. (2020). PRICING EUROPEAN OPTIONS IN SELECTED STOCHASTIC VOLATILITY MODELS. Quantitative Methods in Economics. https://doi.org/10.22630/mibe.2020.21.3.14

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doaj · retrieved 2026-09-26T11:40:53.315Z