Work

Gaussian Methods for Local Stochastic Volatility

Year: 2025

Type: article

Source: Wilmott

DOI: 10.54946/wilm.12174

Author: J Kienitz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413189463

FWCI: 0.974

Cites:

Cited by: 1

Related to: 10