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leverage effect
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risk premium
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Latest revision as of 21:23, 11 July 2024

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Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
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    Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (English)
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    2 May 2016
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    Bayesian inference
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    leverage effect
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    Lévy process
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    Markov chain Monte Carlo
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    risk premium
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    return jumps
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    stock price
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    superposition
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    volatility jumps
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