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Stochastic Analysis and Applications Volume 39, 2021 - Issue 2
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Research Article

On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach

Luckshay BatraDepartment of Applied Mathematics, Delhi Technological University, Delhi, India
&
H. C. TanejaDepartment of Applied Mathematics, Delhi Technological University, Delhi, IndiaCorrespondence[email protected]
Pages 327-338 | Received 27 May 2020, Accepted 14 Jul 2020, Published online: 26 Jul 2020

References

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