Yoon, Ji-Hun
Lee, Jungwoo
Kim, Jeong-Hoon
Funding for this research was provided by:
National Research Foundation of Korea (NRF-2013R1A1A2A10006693)
Pusan National University Research
This article is maintained by: Elsevier
Article Title: Stochastic elasticity of variance with stochastic interest rates
Journal Title: Journal of the Korean Statistical Society
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2015.03.002
Content Type: article
Copyright: Copyright © 2015 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.