On the stochastic elasticity of variance diffusions
Year of publication: |
December 2015
|
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Authors: | Kim, Jeong-Hoon ; Yoon, Ji-Hun ; Lee, Jungwoo ; Choi, Sun-Yong |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 263-268
|
Subject: | Stochastic elasticity of variance | Multiscale | Leverage effect | Implied volatility | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance |
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