On dependence of volatility on return for stochastic volatility models (Q5410814)
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scientific article; zbMATH DE number 6286609
Language | Label | Description | Also known as |
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English | On dependence of volatility on return for stochastic volatility models |
scientific article; zbMATH DE number 6286609 |
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On dependence of volatility on return for stochastic volatility models (English)
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17 April 2014
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stochastic volatility
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Heston model
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conditional expectation of stochastic variance
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