Affine fractional stochastic volatility models (Q470522)
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scientific article; zbMATH DE number 6368840
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| default for all languages | No label defined |
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| English | Affine fractional stochastic volatility models |
scientific article; zbMATH DE number 6368840 |
Statements
Affine fractional stochastic volatility models (English)
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12 November 2014
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fractional integrals
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long memory processes
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integrated volatility
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option pricing
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stochastic volatility
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0.835442066192627
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0.832143247127533
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0.822844386100769
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0.8178796172142029
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0.8152666091918945
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