An empirical comparison of two stochastic volatility models using Indian market data (Q370874): Difference between revisions
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Revision as of 01:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical comparison of two stochastic volatility models using Indian market data |
scientific article |
Statements
An empirical comparison of two stochastic volatility models using Indian market data (English)
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20 September 2013
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option pricing
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stochastic volatility
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mean reverting
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regime switching
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risk minimizing
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