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Applied Mathematical Finance Volume 29, 2022 - Issue 3

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Research Article

Valuation of European Options Under an Uncertain Market Price of Volatility Risk

Bartosz JaroszkowskiDepartment of Mathematics, University of Sussex, Brighton, UKView further author information

Max JensenDepartment of Mathematics, University of Sussex, Brighton, UKCorrespondence[email protected]

https://orcid.org/0000-0002-9973-472X View further author information

Pages 213-226 | Received 20 May 2021, Accepted 13 Sep 2022, Published online: 19 Jan 2023

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https://doi.org/10.1080/1350486X.2022.2125884
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