I am grateful to Professors Dilip Madan (Editor) and Jerome Detemple (Co-Editor), an Associate Editor, and two anonymous referees for their extensive and constructive comments. This research was supported by the Guanghua School of Management, the Center for Statistical Sciences, and the Key Laboratory of Mathematical Economics and Quantitative Finance (Ministry of Education) at Peking University, as well as the National Natural Science Foundation of China (Project 11201009). It was also initially supported in part by the faculty fellowship at Columbia University during the author's PhD study.
BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS
Article first published online: 18 JUN 2013
© 2013 Wiley Periodicals, Inc.
How to Cite
Li, C. (2013), BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS. Mathematical Finance. doi: 10.1111/mafi.12041
- Article first published online: 18 JUN 2013
- Manuscript Accepted: JAN 2013
- Manuscript Received: MAR 2012
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