A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049): Difference between revisions
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Latest revision as of 08:22, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps |
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A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (English)
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30 May 2018
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finance
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volatility derivatives
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regime-switching
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jump diffusion
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stochastic volatility
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