The Mathematical Institute, University of Oxford, Eprints Archive
Login

Browse by Author

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Number of items: 1.

Henderson, Vicky and Hobson, David and Howison, Sam and Kluge, Tino (2003) A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Review of Derivatives Research . (In Press)

This list was generated on Sat May 25 14:23:55 2013 BST.
EPrints Logo
The Mathematical Institute, University of Oxford, Eprints Archive is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.