A didactic note on affine stochastic volatility models (Q5493554)
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scientific article; zbMATH DE number 5066270
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| English | A didactic note on affine stochastic volatility models |
scientific article; zbMATH DE number 5066270 |
Statements
23 October 2006
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Semimartingale characteristics
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affine process
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time change
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0.7664563059806824
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0.7648672461509705
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0.7586981654167175
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0.7529219388961792
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0.7522465586662292
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