Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718): Difference between revisions

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Latest revision as of 05:17, 10 July 2024

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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
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    Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (English)
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    8 June 2015
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    multivariate stochastic volatility
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    Wishart process
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    leverage effects
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    feedback effects
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    multifactor model
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    option pricing
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