Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility.
Resource URI: http://dblp.l3s.de/d2r/resource/publications/journals/orl/ChiuLW11
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/orl/ChiuLW11
>
dc:
creator
<
http://dblp.l3s.de/d2r/resource/authors/Hoi_Ying_Wong
>
dc:
creator
<
http://dblp.l3s.de/d2r/resource/authors/Mei_Choi_Chiu
>
dc:
creator
<
http://dblp.l3s.de/d2r/resource/authors/Yu_Wai_Lo
>
foaf:
homepage
<
http://dx.doi.org/10.1016%2Fj.orl.2011.06.002
>
foaf:
homepage
<
http://dx.doi.org/10.1016/j.orl.2011.06.002
>
dc:
identifier
DBLP journals/orl/ChiuLW11
(xsd:string)
dc:
identifier
DOI 10.1016%2Fj.orl.2011.06.002
(xsd:string)
dcterms:
issued
2011
(xsd:gYear)
swrc:
journal
<
http://dblp.l3s.de/d2r/resource/journals/orl
>
rdfs:
label
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility.
(xsd:string)
foaf:
maker
<
http://dblp.l3s.de/d2r/resource/authors/Hoi_Ying_Wong
>
foaf:
maker
<
http://dblp.l3s.de/d2r/resource/authors/Mei_Choi_Chiu
>
foaf:
maker
<
http://dblp.l3s.de/d2r/resource/authors/Yu_Wai_Lo
>
swrc:
number
4
(xsd:string)
swrc:
pages
289-295
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/orl/ChiuLW11/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/orl/ChiuLW11
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/orl/orl39.html#ChiuLW11
>
rdfs:
seeAlso
<
http://dx.doi.org/10.1016/j.orl.2011.06.002
>
dc:
title
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
39
(xsd:string)