• Media type: E-Article
  • Title: Perturbation expansion for option pricing with stochastic volatility
  • Contributor: Jizba, Petr; Kleinert, Hagen; Haener, Patrick
  • imprint: Elsevier BV, 2009
  • Published in: Physica A: Statistical Mechanics and its Applications
  • Language: English
  • DOI: 10.1016/j.physa.2009.04.027
  • ISSN: 0378-4371
  • Keywords: Statistical and Nonlinear Physics ; Statistics and Probability
  • Origination:
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