April 01, 1999 article Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension European Finance Review DOI: 10.1023/a:1009803506170 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 444 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY 2022 International Journal of Theoretical and Applied Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 12 citations 1 result References 0