An integral representation of elasticity and sensitivity for stochastic volatility models
Crossref DOI link: https://doi.org/10.1007/s11579-017-0203-2
Published Online: 2017-10-24
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cui, Zhenyu
Nguyen, Duy
Park, Hyungbin
License valid from 2017-10-24