Long memory in continuous-time stochastic volatility models (Q2707194): Difference between revisions
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Revision as of 08:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory in continuous-time stochastic volatility models |
scientific article |
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Long memory in continuous-time stochastic volatility models (English)
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29 March 2001
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continuous-time option pricing model
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stochastic volatility
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vlatility smile
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volatility persistence
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long memory
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