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Abstract and Applied Analysis
Volume 2014, Article ID 407145, 10 pages
Research Article

Turbo Warrants under Hybrid Stochastic and Local Volatility

1Department of Mathematics, Sungkyunkwan University, Suwon-si, Gyeonggi-do 440-746, Republic of Korea
2Department of Mathematical Science, Seoul National University, Seoul 151-747, Republic of Korea
3Department of Mathematics, Yonsei University, Seoul 120-749, Republic of Korea

Received 28 September 2013; Revised 12 December 2013; Accepted 14 December 2013; Published 8 January 2014

Academic Editor: Sergio Polidoro

Copyright © 2014 Min-Ku Lee et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Min-Ku Lee, Ji-Hun Yoon, Jeong-Hoon Kim, and Sun-Hwa Cho, “Turbo Warrants under Hybrid Stochastic and Local Volatility,” Abstract and Applied Analysis, vol. 2014, Article ID 407145, 10 pages, 2014.