Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate
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Publication:5225364
DOI10.22436/jnsa.011.12.01zbMath1438.60084OpenAlexW2891346136WikidataQ129289364 ScholiaQ129289364MaRDI QIDQ5225364
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Publication date: 22 July 2019
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.22436/jnsa.011.12.01
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