Munich Personal RePEc Archive

Browse by Authors / Editors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Jump to: 14 May 2007
Number of items: 1.

14 May 2007

Alos, Elisa and Ewald, Christian-Oliver (2007): Malliavin differentiability of the Heston volatility and applications to option pricing.

This list was generated on Tue Nov 21 20:27:44 2017 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.