Stochastic elasticity of variance with stochastic interest rates
type: Item
instance of: scholarly article
title: Stochastic elasticity of variance with stochastic interest rates
zbMATH Open document ID: 1327.91062
author: Ji-Hun Yoon
author: Jung Woo Lee
author: Jeong-Hoon Kim
published in: Journal of the Korean Statistical Society
publication date: 2015-11-12T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6507996
zbMATH Keywords: averaging principle
zbMATH Keywords: stochastic elasticity of variance
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: implied volatility
MaRDI profile type: Publication
full work available at URL: j.jkss.2015.03.002
OpenAlex ID: W2019198622
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DOI: 10.1016/J.JKSS.2015.03.002
description: scientific article; zbMATH DE number 6507996