Date: 2017 / Author/Creator: Park, Chang-Rae - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Date 2017 Author/Creator Park, Chang-Rae

1. A multiscale extension of the Margrabe formula under stochastic volatility. (April 2017)

Authors:: Kim, Jeong-Hoon; Park, Chang-Rae
Journal:: Chaos, solitons and fractals
Issue:: Volume 97(2017)
Page Start:: 59
Record Type:: Journal Article
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