Bi-cubic B-spline fitting-based local volatility model with mean reversion process
Work
Year: 2016
Type: article
Institutions City University of Hong Kong, Hong Kong University of Science and Technology, University of Hong Kong, Shaanxi Normal University
Cites: 36
Cited by: 1
Related to: 10
FWCI: 0.365
Citation percentile (by year/subfield): 53.46
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Climate action
Open Access status: closed