Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models
Year of publication: |
2014
|
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Authors: | Barbachan, José Santiago Fajardo |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 37.2014, 2, p. 319-327
|
Subject: | Barndorff-Nielsen and Shepard Model | Symmetry | Bates's rule | Ornstein-Uhlenbeck process | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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