STOCHASTIC LOCAL VOLATILITY MODELS AND THE WEI-NORMAN FACTORIZATION METHOD

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

ISSN: 1937-1179,  1937-1632

Argitalpen urtea: 2022

Alea: 15

Zenbakia: 12

Orrialdeak: 3699-3722

Mota: Artikulua

DOI: 10.3934/DCDSS.2022026 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus