A class of nonlinear stochastic volatility models and its implications on pricing currency options - Yu, Jun,Yang, Zhenlin,Zhang, Xibin (print, 2002)
Internetausg.: http://www.buseco.monash.edu.au/depts/EBS/pubs/wpapers/2002/wp17-02.pdf
Keywords: Arbeitspapier; Graue Literatur; Stochastischer Prozess; Volatilität; Nichtlineare Optimierung; Theorie