【作者(必填)】Dupire Bruno

【文题(必填)】Arbitrage Pricing with Stochastic Volatility

【年份(必填)】1992

【全文链接或数据库名称(选填)】Derivatives Pricing, The Classic Collection (Editor Peter Carr) http://www.bloomberglabs.com/quantitative-finance/research/articles/arbitrage-pricing-with-stochastic-volatility/