Multiple time scales in volatility and leverage correlations : a stochastic volatility model

Josep Perelló, Jaume Masoliver and Jean-Philippe Bouchaud

Year of publication:	2004
Authors:	Perelló, Josep ; Masoliver, Jaume ; Bouchaud, Jean-Philippe
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 1, p. 27-50
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Korrelation \| Correlation

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