Stochastic volatility and stochastic leverage
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Cites work
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Cited in
(28)- The dynamics of stochastic volatility: evidence from underlying and options markets
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- On the investment-uncertainty relationship in a real option model with stochastic volatility
- Leverage causes fat tails and clustered volatility
- The reactive volatility model
- A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS
- Estimation of correlation for continuous semimartingales
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