Option prices, implied price processes, and stochastic volatility
Journal
Journal of Finance
Subject
Finance
Publishing details
Journal of Finance 2000 Vol 55:2 p 839-866
Authors / Editors
Neuberger A J;Britten-Jones M
Publication Year
2000
Publication Notes
ISSN: 00221082
Publication Research Centre
Institute of Finance and Accounting
Available on ECCH
No