"Calibration of the temporally varying volatility and interest rate functions."

Eunchae Park et al. (2022)

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DOI: 10.1080/00207160.2021.1948539

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/ijcm/ParkLKLLCKYHK22
Eunchae Park, Jisang Lyu, Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Yongho Choi, Soobin Kwak, Changwoo Yoo, Hyeongseok Hwang, Junseok Kim:
Calibration of the temporally varying volatility and interest rate functions. Int. J. Comput. Math. 99(5): 1066-1079 (2022)

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