2024-03-29T13:02:28Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7526743
2022-05-16T13:09:42Z
60
91
Kim, Donghyun; Choi, Sun-Yong; Yoon, Ji-Hun
2021
7526743
English
Elsevier (Pergamon), Oxford
https://zbmath.org/07526743
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Chaos Solitons Fractals 146, Article ID 110846, 12 p. (2021).
91G20; 60H30
Pricing of vulnerable options under hybrid stochastic and local volatility
j