The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159): Difference between revisions
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Revision as of 06:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(\alpha\)VG model for multivariate asset pricing: calibration and extension |
scientific article |
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The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (English)
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7 August 2013
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multivariate asset pricing
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\(\alpha\)VG model
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calibration
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calibration risk
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