Affine fractional stochastic volatility models (Q470522): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:41, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine fractional stochastic volatility models |
scientific article |
Statements
Affine fractional stochastic volatility models (English)
0 references
12 November 2014
0 references
fractional integrals
0 references
long memory processes
0 references
integrated volatility
0 references
option pricing
0 references
stochastic volatility
0 references
