Time-delayed stochastic volatility model

Bae, HO; Ha, SY; Kang, M; Lim, H; Kim, Y; Yoo, J

Yoo, J (通讯作者)，Ajou Univ, Dept Financial Engn, Suwon 16499, South Korea.

PHYSICA D-NONLINEAR PHENOMENA, 2022; 430 ():

Abstract

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索