Faria, Gonçalo and João Correia-da-Silva (2014); “A Closed-form Solution for Options with Ambiguity About Stochastic Volatility“, Review of Derivatives Research, 17(2), pp. 125-159.
Faria, Gonçalo and João Correia-da-Silva (2014); “A Closed-form Solution for Options with Ambiguity About Stochastic Volatility“, Review of Derivatives Research, 17(2), pp. 125-159.