Ajou University repository

Computational & Applied Mathematics
ISSN
  • 1807-0302
Publisher

Listed on
(Coverage)

JCR2013

SCIE2013-2014

Active
NA
Article List

Showing results 1 to 1 of 1

A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
  • 2023-09-01
  • Computational and Applied Mathematics, Vol.42 No.6
  • Springer Nature
1