Mean-reverting stochastic volatility

Jean-Pierre Fouque; George Papanicolaou; K. Ronne Sircar

Year of publication:	2000
Authors:	Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 1, p. 101-142
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Statistischer Test \| Statistical test \| Derivat \| Derivative \| CAPM \| Theorie \| Theory

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