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  • Search: subject:"Two-factor stochastic volatility model"
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Index futures 1 Index-Futures 1 Option pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Rough volatility 1 S&P 500 index options 1 Stochastic process 1 Stochastischer Prozess 1 Two-factor stochastic volatility model 1 Volatility 1 Volatility index options 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Wang, Ling 1 Wong, Hoi Ying 1 Yan, Tingjin 1 Yin, Jie 1
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Journal of banking and finance 1
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ECONIS (ZBW) 1
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Yan, Tingjin; Yin, Jie; Wang, Ling; Wong, Hoi Ying - In: Journal of banking and finance 181 (2025), pp. 1-14
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