Affine fractional stochastic volatility models (Q470522)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6368840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Affine fractional stochastic volatility models |
scientific article; zbMATH DE number 6368840 |
Statements
Affine fractional stochastic volatility models (English)
0 references
12 November 2014
0 references
fractional integrals
0 references
long memory processes
0 references
integrated volatility
0 references
option pricing
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.835442066192627
0 references
0.832143247127533
0 references
0.822844386100769
0 references
0.8178796172142029
0 references
0.8152666091918945
0 references
