Knightian uncertainty based option pricing with stochastic volatility

HAN Li-yan, PAN Min

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (6) : 1175-1183.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (6) : 1175-1183. DOI: 10.12011/1000-6788(2012)6-1175
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Knightian uncertainty based option pricing with stochastic volatility

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012(6): 1175-1183 https://doi.org/10.12011/1000-6788(2012)6-1175

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