Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing

Manabu Asai; Michael McAleer

Year of publication:	2013
Authors:	Asai, Manabu ; McAleer, Michael
Publisher:	Rotterdam
Subject:	Multivariate stochastic volatility \| Wishart process \| Leverage effects \| Feedback effects \| Multifactor model \| Option pricing \| asymmetric multifactor Wishart stochastic volatility (AMWSV) model \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States

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