"Simultaneous Calibration of European Option Volatility and Fractional ..."

Yunkang Du, Zuoliang Xu (2024)

> Home

Details and statistics

DOI: 10.3390/A17020054

access: open

type: Journal Article

metadata version: 2024-04-01

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/algorithms/DuX24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/algorithms/DuX24
Yunkang Du, Zuoliang Xu:
Simultaneous Calibration of European Option Volatility and Fractional Order under the Time Fractional Vasicek Model. Algorithms 17(2): 54 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.