Calibration of the temporally varying volatility and interest rate functions - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Eunchae Park, Jisang Lyu, Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Yongho Choi, Soobin Kwak, Changwoo Yoo, Hyeongseok Hwang, Junseok Kim. Calibration of the temporally varying volatility and interest rate functions. Int. J. Comput. Math., 99(5):1066-1079, 2022. [doi]

This author has not been identified. Look up 'Eunchae Park' in GoogleThis author has not been identified. Look up 'Jisang Lyu' in GoogleThis author has not been identified. Look up 'Sangkwon Kim' in GoogleThis author has not been identified. Look up 'Chaeyoung Lee' in GoogleThis author has not been identified. Look up 'Wonjin Lee' in GoogleThis author has not been identified. Look up 'Yongho Choi' in GoogleThis author has not been identified. Look up 'Soobin Kwak' in GoogleThis author has not been identified. Look up 'Changwoo Yoo' in GoogleThis author has not been identified. Look up 'Hyeongseok Hwang' in GoogleThis author has not been identified. Look up 'Junseok Kim' in Google

runs on WebDSL