Calibration of the temporally varying volatility and interest rate functions

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.