Journal of Applied Mathematics and Physics

Vol.3 No.12(2015), Paper ID 62229, 9 pages



Option Pricing with Stochastic Volatility


Rossano Giandomenico


Independent Research Scientist, Chieti, Italy


Copyright © 2015 Rossano Giandomenico et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


How to Cite this Article

Giandomenico, R. (2015) Option Pricing with Stochastic Volatility. Journal of Applied Mathematics and Physics, 3, 1645-1653. doi: 10.4236/jamp.2015.312189.

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