A delayed stochastic volatility correction to the constant elasticity of variance model
Crossref DOI link: https://doi.org/10.1007/s10255-016-0588-3
Published Online: 2016-08-21
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Min-Ku
Kim, Jeong-Hoon
License valid from 2016-07-01