The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159)
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scientific article; zbMATH DE number 6196052
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| English | The \(\alpha\)VG model for multivariate asset pricing: calibration and extension |
scientific article; zbMATH DE number 6196052 |
Statements
The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (English)
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7 August 2013
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multivariate asset pricing
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\(\alpha\)VG model
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calibration
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calibration risk
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0.8203429579734802
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0.8106181621551514
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0.77265864610672
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0.764004647731781
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