Please use this identifier to cite or link to this item:
https://hdl.handle.net/10216/115352| Author(s): | João Correia-da-Silva Gonçalo Faria |
| Title: | A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility |
| Issue Date: | 2011-05-01 |
| URI: | https://hdl.handle.net/10216/115352 |
| Document Type: | Trabalho Académico |
| Rights: | openAccess |
| Appears in Collections: | FEP - Trabalho Académico |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 282884.pdf | working paper | 758.09 kB | Adobe PDF |  View/Open |
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