【作者(必填)】Andrea Mazzon and Andrea Pascucci

【文题(必填)】The forward smile in local–stochastic volatility models
【年份(必填)】2017

【全文链接或数据库名称(选填)】Journal of Computational Finance

• VOLUME 20, NUMBER 3 (FEBRUARY 2017)

• PAGES:

  1-29

• DOI:

  10.21314/JCF.2016.319