default search action

combined dblp search
author search
venue search
publication search

ask others

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

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

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2021.09.003

access: closed

type: Journal Article

metadata version: 2021-11-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/SeoK22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/SeoK22
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.