Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s11009-017-9553-8
Published Online: 2017-03-28
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Canhanga, Betuel
Malyarenko, Anatoliy
Murara, Jean-Paul
Ni, Ying
Silvestrov, Sergei
Funding for this research was provided by:
ISP Sweden
License valid from 2017-03-28