검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility Models Gulisashvili A, Viens F, Zhang X Applied Mathematics and Optimization, 82(1), 183, 2020 |
| 2 |
AMERICAN OPTIONS IN REGIME-SWITCHING MODELS Boyarchenko S, Levendorskii S SIAM Journal on Control and Optimization, 48(3), 1353, 2009 |