stochastic volatility

Explore academic connections and research related to this keyword

295
Views
3
Total Connections
Search More Keywords

Related Articles & Bibliographies

1
How Does the Volatility of Volatility Depend on Volatility?
Sigurd Emil Rømer;Rolf Poulsen;Rømer, Sigurd Emil;Poulsen, Rolf;
2020 risks DOI: 10.3390/risks8020059 202 views
2
a new variant of estimation approach to asymmetric stochastic volatilitymodel
;Zhongxian Men;Tony S. Wirjanto
2018 journal of french and francophone philosophy DOI: 10.3934/QFE.2018.2.3... 285 views
3
stochastic autoregressive volatility model for exchange rates
;Nittaya McNeil;Don McNeil;Nino Kordzakhia
2008 ferroelectrics 258 views

Related Journals

No Journals Found

No journals are currently associated with this keyword.

Related Research Groups

No Research Groups Found

No research groups are currently associated with this keyword.

Explore Related Keywords

elasticity of variance of variance heston sabr fourier transform