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~person:"Goutte, Stéphane"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Goutte, Stéphane
Dimitrakopoulos, Stefanos
4
Kolkiewicz, Adam W.
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Men, Zhongxian
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A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
2
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
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