"A martingale method for option pricing under a CEV-based fast-varying ..."

Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim (2023)

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DOI: 10.1007/S40314-023-02432-5

access: closed

type: Journal Article

metadata version: 2023-09-30

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Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim:
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. Comput. Appl. Math. 42(6): 296 (2023)

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