Title:

A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility

Authors:

Gonçalo Faria (U Porto, U Vigo)
João Correia da Silva (U Porto)

Journal:

Review Of Derivatives Research

Year:

2014

Volume:

17

Pages:

125-159

JEL code:

G13 - Contingent Pricing; Futures Pricing