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]
@article{ParkLKLLCKYHK22,
title = {Calibration of the temporally varying volatility and interest rate functions},
author = {Eunchae Park and Jisang Lyu and Sangkwon Kim and Chaeyoung Lee and Wonjin Lee and Yongho Choi and Soobin Kwak and Changwoo Yoo and Hyeongseok Hwang and Junseok Kim},
year = {2022},
doi = {10.1080/00207160.2021.1948539},
url = {https://doi.org/10.1080/00207160.2021.1948539},
researchr = {https://researchr.org/publication/ParkLKLLCKYHK22},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {99},
number = {5},
pages = {1066-1079},
}