Quadrinomial Trees to Value Options in Stochastic Volatility Models
Julián A. Pareja-Vasseur and Freddy H. Marín-Sánchez
The Journal of Derivatives Fall 2019, 27 (1) 49-66; DOI: https://doi.org/10.3905/jod.2019.1.076
Julián A. Pareja-Vasseur
is a PhD at Centrum Catolica in Peru and an associate professor in the School of Economy and Finance at EAFIT University in Medellín, Colombia and
Freddy H. Marín-Sánchez
is a titular professor in the School of Science at EAFIT University in Medellín, Colombia
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In this issue
The Journal of Derivatives
Vol. 27, Issue 1
Fall 2019
Quadrinomial Trees to Value Options in Stochastic Volatility Models
Julián A. Pareja-Vasseur, Freddy H. Marín-Sánchez
The Journal of Derivatives Aug 2019, 27 (1) 49-66; DOI: 10.3905/jod.2019.1.076