Fingerprint
Dive into the research topics of 'A multiscale extension of the Margrabe formula under stochastic volatility'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
A multiscale extension of the Margrabe formula under stochastic volatility
Jeong Hoon Kim, Chang Rae Park
Research output: Contribution to journal › Article › peer-review
6
Citations
(Scopus)