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Stochastic process
4/2 stochastic volatility
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Finance research letters
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The North American journal of economics and finance : a journal of theory and practice
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Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
The North American journal of economics and finance : a …
76
(
2025
),
pp. 1-30
Persistent link: https://www.econbiz.de/10015372122
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2
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
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