The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX
From MaRDI portal
Publication:2889585
DOI10.1080/1350486X.2010.486558zbMath1239.91186MaRDI QIDQ2889585
Publication date: 8 June 2012
Published in: Applied Mathematical Finance (Search for Journal in Brave)
91G70: Statistical methods; risk measures