Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2011.565789 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2169771573 / rank | |||
Normal rank | |||
Revision as of 02:02, 20 March 2024
scientific article; zbMATH DE number 6252521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on realized variance by transform methods: a non-affine stochastic volatility model |
scientific article; zbMATH DE number 6252521 |
Statements
Options on realized variance by transform methods: a non-affine stochastic volatility model (English)
0 references
30 January 2014
0 references
stochastic volatility
0 references
volatility modelling
0 references
computational finance
0 references
derivatives pricing
0 references
