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

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/j.jkss.2015.03.002 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.JKSS.2015.03.002 / rank
 
Normal rank

Latest revision as of 07:25, 10 December 2024

scientific article
Language Label Description Also known as
English
Stochastic elasticity of variance with stochastic interest rates
scientific article

    Statements

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

    Identifiers