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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]
ORCID Iconhttps://orcid.org/0000-0002-9973-472XView further author information
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Pages 213-226 | Received 20 May 2021, Accepted 13 Sep 2022, Published online: 19 Jan 2023

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