A solution to the time-scale fractional puzzle in the implied volatility
A solution to the time-scale fractional puzzle in the implied volatility
复制标题
隐含波动率时间尺度分数难题的求解
DOI:
10.3390/fractalfract1010014
复制
发表时间:
2017
影响因子:
5.4
通讯作者:
M.
中科院分区:
文献类型:
--
作者:
Funahashi;H. and Kijima;M.