An empirical comparison of two stochastic volatility models using Indian market data (Q370874): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:03, 30 January 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)
0 references
20 September 2013
0 references
option pricing
0 references
stochastic volatility
0 references
mean reverting
0 references
regime switching
0 references
risk minimizing
0 references
