Type: (null)
Journal: Mathematical Finance
Year: 2017
Pages: 27, 926-960
EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS
Distribution of the number of citations over years.

Authors

#AuthorsArticlesCitationsh-index
1Andrea Pascucci9494894
2Matthew Lorig4634546
3Stefano Pagliarani3843838