Hautsch, Nikolaus; Ou, Yangguoyi - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
Business and Economics and CASE – Center for Applied Statistics and Economics, Humboldt-
Universit¨at zu Berlin. Email: yang … and asset allocation. In financial mathematics and financial economics, stochastic
volatility is typically modeled in a … and Econometrics, and CASE – Center for Applied Statistics and Economics,
Humboldt-Universit¨at zu Berlin, Center for …