Correlations and bounds for stochastic volatility models (Q877000)
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scientific article; zbMATH DE number 5144935
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| English | Correlations and bounds for stochastic volatility models |
scientific article; zbMATH DE number 5144935 |
Statements
Correlations and bounds for stochastic volatility models (English)
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19 April 2007
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log-normal like models
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0.93667525
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0.9206237
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0.92010796
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0.9096223
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0.90709066
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0.9064623
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0.9026991
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0.9013193
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0.89988685
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