A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049)
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scientific article; zbMATH DE number 6876530
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| English | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps |
scientific article; zbMATH DE number 6876530 |
Statements
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (English)
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30 May 2018
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finance
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volatility derivatives
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regime-switching
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jump diffusion
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stochastic volatility
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0.8517656922340393
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0.8511626124382019
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0.8300129175186157
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0.8212186694145203
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0.816003143787384
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