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Passport options with stochastic volatility 

Authors: Vicky Henderson a; David Hobson b
Affiliations:   a Financial Options Research Centre, Warwick Business School, University of Warwick, Coventry CV4 7AL, UK.
b Department of Mathematical Sciences, University of Bath, Bath BA.
DOI: 10.1080/13504860110068863
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 8, Issue 2 May 2001 , pages 97 - 118
Number of References: 25
Formats available: PDF (English)
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