The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Q3117871): Difference between revisions
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Revision as of 10:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well |
scientific article |
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The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (English)
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1 March 2012
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stochastic correlation
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stochastic volatility
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equity index options
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multifactor model
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