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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 장전수학회 Proceedings of the Jangjeon Mathematical Society Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집) 제25권 제1호
- 발행연도
- 2022.1
- 수록면
- 75 - 81 (7page)
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In this paper, we use the stochastic volatility model intro- duced by Schobel and Zhu [7] to drive a closed-form expression for the price of a European power quanto call option.
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