Common‐factor stochastic volatility modelling with observable proxy (Q5107619)
From MaRDI portal
scientific article; zbMATH DE number 7194127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common‐factor stochastic volatility modelling with observable proxy |
scientific article; zbMATH DE number 7194127 |
Statements
Common‐factor stochastic volatility modelling with observable proxy (English)
0 references
28 April 2020
0 references
common volatility factor
0 references
multi-asset modelling
0 references
option pricing
0 references
stochastic volatility
0 references
volatility proxy
0 references
