Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589)
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scientific article; zbMATH DE number 7889699
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| English | Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps |
scientific article; zbMATH DE number 7889699 |
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Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (English)
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30 July 2024
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commodities
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jumps
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regime-switching
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sentiment analysis
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stochastic volatility
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