OpenAlex
The waterline tree for separable local-volatility models
Work
Year: 2017
Type: article
Source: Computers & Mathematics with Applications
Authors U Hou Lok, Yuh‐Dauh Lyuu
Cites: 54
Cited by: 4
Related to: 10
FWCI: 0.923
Citation percentile (by year/subfield): 71.21
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze
Funder Ministry of Science and Technology, Taiwan
Grant ID 103-2221-E-002-155-MY3