Affine forward variance models
Crossref DOI link: https://doi.org/10.1007/s00780-019-00392-5
Published Online: 2019-05-24
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gatheral, Jim
Keller-Ressel, Martin
Text and Data Mining valid from 2019-05-24
Version of Record valid from 2019-05-24
Article History
Received: 23 February 2018
Accepted: 29 March 2019
First Online: 24 May 2019