Some recent developments in stochastic volatility modelling (Q4646765)
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scientific article; zbMATH DE number 7001499
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some recent developments in stochastic volatility modelling |
scientific article; zbMATH DE number 7001499 |
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Some recent developments in stochastic volatility modelling (English)
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14 January 2019
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stochastic volatility
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option pricing
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multivariate models
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0.7868525385856628
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0.7731835246086121
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0.7716926336288452
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0.7690810561180115
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0.7644101977348328
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