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Option Valuation under Stochastic Volatility, vol. II A. L. Lewis , 2016 Newport Beach , Finance Press 738 pp., £67.50 ISBN 978-0-967-63721-1

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  • Sebastian Dietz

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  • Sebastian Dietz, 2017. "Option Valuation under Stochastic Volatility, vol. II A. L. Lewis , 2016 Newport Beach , Finance Press 738 pp., £67.50 ISBN 978-0-967-63721-1," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 683-684, February.
    • Handle: RePEc:bla:jorssa:v:180:y:2017:i:2:p:683-684
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    References listed on IDEAS

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    1. Heston, Steven L, 1993. "A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 327-343.
    2. Alan L. Lewis, 2000. "Option Valuation under Stochastic Volatility," Option Valuation under Stochastic Volatility, Finance Press, number ovsv, December.
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