AURORA: Ajou Univ. Repository: Journal Info

North American Journal of Economics and Finance

ISSN

P1062-9408

Publisher

Elsevier BV

Listed on
(Coverage)

JCR2011-2013;2015-2023

SJR1999-2020;2022-2023

CiteScore2011-2023

CC2016-2024

SSCI2011-2024

SCOPUS2017-2024

Active

Active

based on the information

SCOPUS:2024-10

Country

USA

Article List

Showing results 1 to 1 of 1

Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model

Kim, Hyun Gyoon;
Kim, See Woo;
Kim, Jeong Hoon

2024-05-01
North American Journal of Economics and Finance, Vol.72
Elsevier Inc.

1