STOCHASTIC LOCAL VOLATILITY MODELS AND THE WEI-NORMAN FACTORIZATION METHOD

  1. Guerrero, J.
  2. Orlando, G.
Journal:
Discrete and Continuous Dynamical Systems - Series S

ISSN: 1937-1179,  1937-1632

Year of publication: 2022

Volume: 15

Issue: 12

Pages: 3699-3722

Type: Article

DOI: 10.3934/DCDSS.2022026 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus