Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options (Q3117847): Difference between revisions
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Latest revision as of 22:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options |
scientific article |
Statements
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options (English)
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1 March 2012
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econometrics
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finance asset pricing
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simulation
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statistical analysis
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