Title

A new analytical approximation for European puts with stochastic volatility

RIS ID

31625

Publication Details

Zhu, S. & Chen, W. (2010). A new analytical approximation for European puts with stochastic volatility. Applied Mathematics Letters, 23 (6), 687-692.

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Link to publisher version (DOI)

http://dx.doi.org/10.1016/j.aml.2010.02.009