The reactive volatility model
| Year of publication: |
2013
|
|---|---|
| Authors: | Valeyre, Sebastien ; Grebenkov, Denis ; Aboura, Sofiane ; Liu, Qian |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 13.2013, 11, p. 1697-1706
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010751535