A Delayed Stochastic Volatility Correction to the Constant Elasticity of Variance Model

Min-Ku LEE, Jeong-Hoon KIM

Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (3) : 611-622.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (3) : 611-622. DOI: 10.1007/s10255-016-0588-3
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A Delayed Stochastic Volatility Correction to the Constant Elasticity of Variance Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2016, 32(3): 611-622 https://doi.org/10.1007/s10255-016-0588-3

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