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"Multiscale stochastic volatility for variance swaps with constant ..."

Ji-Su Yu, Jeong-Hoon Kim (2023)

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DOI: 10.1007/S00500-022-07679-4

access: closed

type: Journal Article

metadata version: 2023-04-16

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Ji-Su Yu, Jeong-Hoon Kim:
Multiscale stochastic volatility for variance swaps with constant elasticity of variance. Soft Comput. 27(8): 4879-4890 (2023)

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