Items where Author is "Hernandez, A. Diaz"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.
Article
Ibrahim, Siti Nur Iqmal and Hernandez, A. Diaz and O'Hara, John G. and Constantinou, Nick
(2015)
Pricing holder-extendable call options with mean-reverting stochastic volatility.
The ANZIAM Journal, 61 (4).
pp. 382-397.
ISSN 1446-1811; ESSN: 1446-8735