"Multiscale stochastic elasticity of variance for options and equity linked ..."

Jun-Ho Seo, Jeong-Hoon Kim (2022)

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DOI: 10.1016/J.MATCOM.2021.09.003

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type: Journal Article

metadata version: 2021-11-09

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Jun-Ho Seo, Jeong-Hoon Kim:
Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach. Math. Comput. Simul. 192: 303-320 (2022)

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