The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159)

From MaRDI portal
Revision as of 18:17, 6 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The \(\alpha\)VG model for multivariate asset pricing: calibration and extension
scientific article

    Statements

    The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (English)
    0 references
    0 references
    7 August 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    multivariate asset pricing
    0 references
    \(\alpha\)VG model
    0 references
    calibration
    0 references
    calibration risk
    0 references
    0 references