A delay financial model with stochastic volatility; martingale method
Authors:
- Min-Ku LeeMLMin-Ku Lee
- Jeong-Hoon KimJKJeong-Hoon Kim
- Joocheol KimJKJoocheol Kim
- 1 August 2011
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 390 (16) , 2909-2919
Abstract
No abstract availableFunding Information
- Korea Research Foundation (KRF-2008-314-C00045)
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