Stochastic elasticity of variance with stochastic interest rates (Q892883): Difference between revisions

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Property / DOI: 10.1016/j.jkss.2015.03.002 / rank
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Property / author: Jung Woo Lee / rank
 
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Property / author: Jeong-Hoon Kim / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jkss.2015.03.002 / rank
 
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Property / OpenAlex ID: W2019198622 / rank
 
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Latest revision as of 07:25, 10 December 2024

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Stochastic elasticity of variance with stochastic interest rates
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    Stochastic elasticity of variance with stochastic interest rates (English)
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    12 November 2015
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    averaging principle
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    stochastic elasticity of variance
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    stochastic interest rate
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    implied volatility
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