A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:34, 5 March 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 |
scientific article |
Statements
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (English)
0 references
30 May 2018
0 references
finance
0 references
volatility derivatives
0 references
regime-switching
0 references
jump diffusion
0 references
stochastic volatility
0 references
