A new class of discrete-time stochastic volatility model with correlated errors
Year of publication: |
2019
|
---|---|
Authors: | Mukhoti, Sujay ; Ranjan, Pritam |
Subject: | Jump | leverage | martingale | skewness | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Kapitaleinkommen | Capital income | Korrelation | Correlation | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory |
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