2024-03-28T21:15:26Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7313334
2021-02-19T13:45:09Z
62
91
Wang, Hengxu; O'Hara, John G.; Constantinou, Nick
2015
7313334
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07313334
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Math. Comput. Simul. 109, 130-152 (2015)
91-XX; 62-XX
A path-independent approach to integrated variance under the CEV model
j