Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

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

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

> Home

Details and statistics

DOI: 10.1007/S40314-023-02432-5

access: closed

type: Journal Article

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cam/KimCK23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cam/KimCK23
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)

a service of

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.