Multiscale Stochastic Volatility with the Hull-White Rate of Interest.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 9, p. 819, doi. 10.1002/fut.21625
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- Publication type:
- Article
Works by Yu, Seok‐Hyon
Results: 2
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2
A multiscale correction to the Black-Scholes formula.
- Published in:
- Applied Stochastic Models in Business & Industry, 2014, v. 30, n. 6, p. 753, doi. 10.1002/asmb.2006
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- Publication type:
- Article