View in EDS

Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach.

Saved in:
Bibliographic Details
Title: Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach.
Authors: Seo, Jun-Ho1, Kim, Jeong-Hoon1, jhkim96@yonsei.ac.kr
Source: Mathematics & Computers in Simulation; Feb2022, Vol. 192, p303-320, 18p
Database: Applied Science & Technology Source
FullText Text:
  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 153174401
AccessLevel: 2
PubType: Periodical
PubTypeId: serialPeriodical
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Seo%2C+Jun-Ho%22">Seo, Jun-Ho</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Kim%2C+Jeong-Hoon%22">Kim, Jeong-Hoon</searchLink><relatesTo>1</relatesTo>, <i>jhkim96@yonsei.ac.kr</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Mathematics+%26+Computers+in+Simulation%22">Mathematics & Computers in Simulation</searchLink>; Feb2022, Vol. 192, p303-320, 18p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=153174401
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.matcom.2021.09.003
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 18
        StartPage: 303
    Titles:
      – TitleFull: Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Seo, Jun-Ho
      – PersonEntity:
          Name:
            NameFull: Kim, Jeong-Hoon
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 02
              Text: Feb2022
              Type: published
              Y: 2022
          Identifiers:
            – Type: issn-print
              Value: 03784754
          Numbering:
            – Type: volume
              Value: 192
          Titles:
            – TitleFull: Mathematics & Computers in Simulation
              Type: main
ResultId 1