Browse "IE-Journal Papers(저널논문)" by Subject Implied volatility
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| Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.122, no.8, pp.2961 - 2993, 2012-08 |
| Stability analysis of Riccati differential equations related to affine diffusion processes Kim, Kyoung-Kuk, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, v.364, no.1, pp.18 - 31, 2010-04 |
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