Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach |
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Statements
Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (English)
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22 November 2021
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Mellin transform
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option
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equity linked annuity
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multiscale
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stochastic elasticity variance
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