Estimation For Mean Reverting Stochastic Volatility Models With A Leverage Effect


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Estimation for Mean-reverting Stochastic Volatility Models with a Leverage Effect


Estimation for Mean-reverting Stochastic Volatility Models with a Leverage Effect

Author: Agnès Grimaud

language: en

Publisher:

Release Date: 2006


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Stochastic volatility and the pricing of financial derivatives


Stochastic volatility and the pricing of financial derivatives

Author: Antoine Petrus Cornelius van der Ploeg

language: en

Publisher: Rozenberg Publishers

Release Date: 2006


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Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility


Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

Author: Tim Bollerslev

language: en

Publisher:

Release Date: 2001


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