On leverage in a stochastic volatility model
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Publication:262831
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Cited in
(only showing first 100 items - show all)- A class of nonlinear stochastic volatility models and its implications for pricing currency options
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
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- scientific article; zbMATH DE number 1865385 (Why is no real title available?)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
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- scientific article; zbMATH DE number 7660124 (Why is no real title available?)
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