![](/img/cover-not-exists.png)
TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS
LORIG, MATTHEWVolume:
14
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024911006875
Date:
December, 2011
File:
PDF, 351 KB
english, 2011