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
Be the first to leave a comment!
You must be logged in first