Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage, heavy-tails and correlated jumps in stochastic volatility models |
scientific article |
Statements
Leverage, heavy-tails and correlated jumps in stochastic volatility models (English)
0 references
30 March 2010
0 references
