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  • Search: subject:"asymmetric multifactor Wishart stochastic volatility (AMWSV) model"
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Year of publication
Subject
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Estimation 1 Feedback effects 1 Leverage effects 1 Multifactor model 1 Multivariate stochastic volatility 1 Option pricing 1 Option trading 1 Optionsgeschäft 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 USA 1 United States 1 Volatility 1 Volatilität 1 Wishart process 1 asymmetric multifactor Wishart stochastic volatility (AMWSV) model 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Asai, Manabu 1 McAleer, Michael 1
Published in...
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Discussion paper / Tinbergen Institute 1
Source
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ECONIS (ZBW) 1
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Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724148
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