The multivariate supOU stochastic volatility model
Ole Eiler Barndorff-Nielsen; Robert Stelzer
| Year of publication: |
2013
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|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Stelzer, Robert |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 2, p. 275-296
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| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009721748